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.
Version: | 2.2.4 |
Depends: | R (≥ 3.1), methods, stats, zoo (≥ 0.9-1) |
Suggests: | testthat, vdiffr |
Published: | 2022-11-03 |
DOI: | 10.32614/CRAN.package.changepoint |
Author: | Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], Jamie Lee [ctr] |
Maintainer: | Rebecca Killick <r.killick at lancs.ac.uk> |
BugReports: | https://github.com/rkillick/changepoint/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
URL: | https://github.com/rkillick/changepoint/ |
NeedsCompilation: | yes |
Citation: | changepoint citation info |
Materials: | NEWS |
In views: | TimeSeries |
CRAN checks: | changepoint results |
Reference manual: | changepoint.pdf |
Package source: | changepoint_2.2.4.tar.gz |
Windows binaries: | r-devel: changepoint_2.2.4.zip, r-release: changepoint_2.2.4.zip, r-oldrel: changepoint_2.2.4.zip |
macOS binaries: | r-release (arm64): changepoint_2.2.4.tgz, r-oldrel (arm64): changepoint_2.2.4.tgz, r-release (x86_64): changepoint_2.2.4.tgz, r-oldrel (x86_64): changepoint_2.2.4.tgz |
Old sources: | changepoint archive |
Reverse depends: | changepoint.geo, changepoint.influence, changepoint.np, deltaGseg, EnvCpt, GENEAclassify |
Reverse imports: | AEDForecasting, CONFESS, crossvalidationCP, densitr, envoutliers, eventstream, flowAI, flowClean, FlowScreen, ggchangepoint, goldfish, harbinger, katdetectr, msltrend, OPTS, PCDimension, phenocamr, RtsEva, sssc, STOPES, StructuralDecompose, tidychangepoint, tip, trackeRapp, TrendSLR, vanquish |
Reverse suggests: | atime, binsegRcpp, cycleRtools, ecolottery, fastcpd, ggfortify, jointseg, lterdatasampler |
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