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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: | 2.3 |
| Depends: | R (≥ 3.2), methods, stats, zoo (≥ 0.9-1) |
| Suggests: | testthat, vdiffr |
| Published: | 2024-11-04 |
| DOI: | 10.32614/CRAN.package.changepoint |
| Author: | Rebecca Killick [aut, cre], Kaylea Haynes [ctb], Harjit Hullait [ctb], 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_2.3.tar.gz |
| Windows binaries: | r-devel: changepoint_2.3.zip, r-release: changepoint_2.3.zip, r-oldrel: changepoint_2.3.zip |
| macOS binaries: | r-release (arm64): changepoint_2.3.tgz, r-oldrel (arm64): changepoint_2.3.tgz, r-release (x86_64): changepoint_2.3.tgz, r-oldrel (x86_64): changepoint_2.3.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, ggfortify, jointseg, lterdatasampler |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.