Package: changepoint 2.3

Rebecca Killick

changepoint: Methods for Changepoint Detection

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Authors:Rebecca Killick [aut, cre], Kaylea Haynes [ctb], Harjit Hullait [ctb], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], Jamie Lee [ctr]

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changepoint.pdf |changepoint.html✨
changepoint/json (API)
NEWS

# Install 'changepoint' in R:

install.packages('changepoint', repos = c('https://rkillick.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rkillick/changepoint/issues

Datasets:

HC1 - G+C Content in Human Chromosome 1
Lai2005fig3 - Normalized glioblastoma profile for chromosome 13
Lai2005fig4 - Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.
ftse100 - FTSE 100 Daily Returns: 2nd April 1984 - 13th September 2012
wave.c44137 - Wave data from buoy c44137

On CRAN:

changepoint segmentation

10.59 score 128 stars 40 packages 688 scripts 6.2k downloads 13 mentions 49 exports 2 dependencies

Last updated 16 days agofrom:4846aff63b. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 03 2024
R-4.5-win-x86_64	OK	Nov 03 2024
R-4.5-linux-x86_64	OK	Nov 03 2024
R-4.4-win-x86_64	OK	Nov 03 2024
R-4.4-mac-x86_64	OK	Nov 03 2024
R-4.4-mac-aarch64	OK	Nov 03 2024
R-4.3-win-x86_64	OK	Nov 03 2024
R-4.3-mac-x86_64	OK	Nov 03 2024
R-4.3-mac-aarch64	OK	Nov 03 2024

Exports:BINSEG class_input coef cpt.mean cpt.meanvar cpt.reg cpt.var cpts cpts.full cpts.full<-cpts.ts cpts<-cpttype cpttype<-data.set data.set.ts data.set<-decision distribution distribution<-fitted likelihood logLik method method<-minseglen minseglen<-ncpts ncpts.max ncpts.max<-nseg param param.est param.est<-PELT pen.type pen.type<-pen.value pen.value.full pen.value.full<-pen.value<-penalty_decision plot residuals seg.len show summary test.stat test.stat<-

Dependencies:lattice zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Methods for Changepoint Detection	changepoint-package changepoint
Binary Segmentation - Only intended for developer use.	BINSEG
Input all required arguments into cpt classes - Only intended for developer use.	class_input
Identifying Changes in Mean	cpt.mean
Identifying Changes in Mean and Variance	cpt.meanvar
Identifying Changes in Regression	cpt.reg
Identifying Changes in Variance	cpt.var
Decision Function - Only intended for developer use.	decision
FTSE 100 Daily Returns: 2nd April 1984 - 13th September 2012	ftse100
G+C Content in Human Chromosome 1	HC1
Normalized glioblastoma profile for chromosome 13	Lai2005fig3
Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.	Lai2005fig4
Generic Function - ncpts	ncpts
Generic Function - nseg	nseg
PELT (Pruned Exact Linear Time) - Only intended for developer use.	PELT
Penalty Decision Function - Only intended for developer use.	penalty_decision
Generic Function - seg.len	seg.len
Wave data from buoy c44137	wave.c44137