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]

changepoint_2.3.tar.gz
changepoint_2.3.zip(r-4.7-x86_64)changepoint_2.3.zip(r-4.6-x86_64)changepoint_2.3.zip(r-4.5-x86_64)
changepoint_2.3.tgz(r-4.6-x86_64)changepoint_2.3.tgz(r-4.6-arm64)changepoint_2.3.tgz(r-4.5-x86_64)changepoint_2.3.tgz(r-4.5-arm64)
changepoint_2.3.tar.gz(r-4.7-arm64)changepoint_2.3.tar.gz(r-4.7-x86_64)changepoint_2.3.tar.gz(r-4.6-arm64)changepoint_2.3.tar.gz(r-4.6-x86_64)
changepoint_2.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
changepoint/json (API)

# 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:
  • ftse100 - FTSE 100 Daily Returns: 2nd April 1984 - 13th September 2012
  • 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.
  • wave.c44137 - Wave data from buoy c44137

On CRAN:

Conda:

changepointsegmentation

10.68 score 140 stars 44 packages 1.0k scripts 6.4k downloads 13 mentions 49 exports 2 dependencies

Last updated from:d2d364d2dd. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK198
linux-devel-x86_64OK243
source / vignettesOK174
linux-release-arm64OK268
linux-release-x86_64OK233
macos-release-arm64OK249
macos-release-x86_64OK282
macos-oldrel-arm64OK161
macos-oldrel-x86_64OK318
windows-devel-x86_64OK264
windows-release-x86_64OK258
windows-oldrel-x86_64OK245
wasm-releaseOK104

Exports:BINSEGclass_inputcoefcpt.meancpt.meanvarcpt.regcpt.varcptscpts.fullcpts.full<-cpts.tscpts<-cpttypecpttype<-data.setdata.set.tsdata.set<-decisiondistributiondistribution<-fittedlikelihoodlogLikmethodmethod<-minseglenminseglen<-ncptsncpts.maxncpts.max<-nsegparamparam.estparam.est<-PELTpen.typepen.type<-pen.valuepen.value.fullpen.value.full<-pen.value<-penalty_decisionplotresidualsseg.lenshowsummarytest.stattest.stat<-

Dependencies:latticezoo