The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

fastcpd 0.14.6

• Update package comparison and remove packages breaking seed setting.

fastcpd 0.14.5

• Add pre-compiled vignettes.

fastcpd 0.14.4

• Simplify code.
• Expose fastcpd_impl API for use in other packages.

fastcpd 0.14.3

• Skip certain tests on CRAN.

fastcpd 0.14.2

• Fix CRAN noSuggests error.

fastcpd 0.14.1

• Fix possible numeric issues on CRAN breaking updates of other packages.

fastcpd 0.14.0

• Correct mBIC.
• Add citation.

fastcpd 0.13.2

• Remove package check in examples.
• Use proper pruning coefficients for MBIC and MDL.
• Make residuals matrices.
• Use preprocess for faster mean change detection.
• Update examples demonstrating faster mean change.
• Replace comparison packages in vignettes with strange dependencies with results and eval = FALSE.

fastcpd 0.13.1

• Default no pruning for lasso.
• Comment out gfpop due to https://github.com/doccstat/fastcpd/issues/10.

fastcpd 0.13.0

• Update all documentations.

fastcpd 0.12.4

• Customizable and pretty plots.

fastcpd 0.12.3

• Remove pruning parameter and replace with convexity_coef = -Inf.

fastcpd 0.12.2

• Update vignettes.

fastcpd 0.12.1

• Remove useless C++ codes.
• Add more debug points in C++.
• Add more examples for data well_log.
• Add detection comparison for well_log data.
• Add a variance estimator for median change.
• Deprecate winsorize_minval and winsorize_maxval.

fastcpd 0.12.0

• Add Rice estimation for ARMA model variance estimation.
• Add time comparison using Well-log data in vignettes.

fastcpd 0.11.3

• Add Rice estimator for mean change variance estimation.

fastcpd 0.11.2

• Export variance estimator function for linear models.

fastcpd 0.11.1

• Add package comparison with CptNonPar, gfpop, InspectChangepoint, jointseg, Rbeast and VARDetect.

fastcpd 0.11.0

• Note: From now on, MBIC is used as the default penalty selection for beta parameter.

• Add penalty selection criteria using

  1. BIC: (p + 1) * log(nrow(data)) / 2
  2. Modified BIC: (p + 2) * log(nrow(data)) / 2 with adjusted cost function.
  3. MDL: (p + 2) * log(nrow(data)) / 2 with adjusted cost function.

  In the mean time, a numeric value can be passed to beta as well to explicitly specify the penalty for BIC.

fastcpd 0.10.3

• Add package check in examples and tests.

fastcpd 0.10.2

• Remove bcp according to

  Package ‘bcp’ was removed from the CRAN repository.
  
  Formerly available versions can be obtained from the archive.
  
  Archived on 2024-01-12 as email to the maintainer is undeliverable.
  
  A summary of the most recent check results can be obtained from the check results archive.
  
  Please use the canonical form https://CRAN.R-project.org/package=bcp to link to this page.

fastcpd 0.10.1

• Increase test coverage.
• Use interactive() to check if the current R session is interactive.

fastcpd 0.10.0

• Add package comparison with other packages.

fastcpd 0.9.9

• Add small shiny app.

fastcpd 0.9.8

• Preliminary support for ARMA(p, q) model with parameter order = c(p, q) and family "arma".
• Add fastcpd.arma / fastcpd_arma for ARMA(p, q) model.
• Add adaptive increasing beta values.

fastcpd 0.9.7

• Add lower and upper parameters to denote the lower and upper bounds of the parameters.
• Add line search.
• Add hardcoded ARMA(3, 2).

fastcpd 0.9.6

• Add bitcoin and well_log data.
• Add residual calculation for mean family.
• Add plots for bitcoin data.
• Fix residual calculation for time series data when the seegments are too small.
• Handle variance estimation errors.

fastcpd 0.9.5

• Add wrapper functions of AR(p) family: fastcpd.ar / fastcpd_ar, ARIMA(p, d, q) family: fastcpd.arima / fastcpd_arima, GARCH(p, q) family: fastcpd.garch / fastcpd_garch, linear regression family: fastcpd.lm / fastcpd_lm, logistic regression family: fastcpd.binomial / fastcpd_binomial, poisson regression family: fastcpd.poisson / fastcpd_poisson, penalized linear regression family: fastcpd.lasso / fastcpd_lasso, MA(q) model: fastcpd.ma / fastcpd_ma, mean change: fastcpd.mean / fastcpd_mean, variance change: fastcpd.variance / fastcpd_variance, mean or variance change: fastcpd.meanvariance / fastcpd_meanvariance / fastcpd.mv / fastcpd_mv.
• Replace "gaussian" family with "lm".
• Add progress bar.
• Fix design matrix from formula bug.

fastcpd 0.9.4

• Fix sanity check.
• Add small AR(1) data in gallery.
• Fix VAR(p) model bug.
• Add VAR(2) example in Gallery.
• Remove commented code.

fastcpd 0.9.3

• Deprecate “vanilla” family by vanilla_percentage parameter.
• Add check utility functions.
• Add MA(4) example.
• Fix the bug when beta is updated but the old beta is still in use.
• Remove tests estimating the variance in the “gaussian” family dynamically.
• Merge beta updating into get_segment_statistics.

fastcpd 0.9.2

• Add gallery to vignettes.
• Remove cheatsheets pdf from the package.
• Use forecast package for ARIMA model.
• Use fGarch package for GARCH model.

fastcpd 0.9.1

• Wrap && around || by parentheses.
• Add ma(4) example using custom cost function.
• Add full support for AR(p), MA(q) and ARIMA(p, d, q) models.

fastcpd 0.9.0

• Submit for CRAN update.

fastcpd 0.8.4

• Add cheatsheets.
• Refactor code and utilize the cost_function_wrapper.
• Optimize warm start.

fastcpd 0.8.3

• Add fastcpd.ts / fastcpd_ts for time series data.
• Fix pre segmengation bug for lasso.
• Fix bug related to vanilla_percentage parameter for lasso.
• Add tests with invalid family for fastcpd.ts.
• Remove the cp_only = TRUE default when the family is “custom”.
• Improved plotting for “ar” and “var” families.
• Add test coverage for cp_only = TRUE and fastcpd_ts.
• Increase test coverage.
• Provide user selection when ggplot2 is not installed.

fastcpd 0.8.2

• Add cheatsheets WIP.
• Add smaller examples test for penalized linear regression.

fastcpd 0.8.1

• Add new “ar” family for autoregressive models.
• Add new “var” family for vector autoregressive models.

fastcpd 0.8.0

• Deal with the following:

  Due to the excessive calls to `glmnet` between R and C++,
  it is better to use the R implementation of `fastcpd` for lasso.

• Separate the use of internal C++ cost functions and user-defined R cost functions.

• Add Codecov Icicle plot in README.

• Remove cost_optim and cost_update from RcppExports.R.

• Estimate the variance in the “gaussian” family dynamically.

fastcpd 0.7.6

• Move default cost functions definition inside the fastcpd definition.
• Define constant unordered set to store the family sets.
• Avoid using length(formals(cost)) to check the number of arguments of cost function.
• Introduce an internal family “vanilla”.

fastcpd 0.7.5

• Add variance estimation example in linear regression.
• Update reference page.
• Add validation for family.
• Add user selection when ggplot2 is not installed.
• Add AR(1) using forecast example in the tests.

fastcpd 0.7.4

• Update website UI.
• Update fastcpd documentation.

fastcpd 0.7.3

• Allow multiple response variables in the formula.
• Add fastcpd logo to README.

fastcpd 0.7.2

• Add suggested package checking in tests.

• Try to solve the amazing clang-ASAN error on CRAN:

  Error in dyn.load(file, DLLpath = DLLpath, ...) :
    unable to load shared object '/data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so':
    /data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so: undefined symbol: _ZNK7Fortran7runtime10Terminator5CrashEPKcz
  Calls: <Anonymous> ... asNamespace -> loadNamespace -> library.dynam -> dyn.load

fastcpd 0.7.1

• Add package citation.

fastcpd 0.7.0

• Remove C++ unit tests using catch and commented out the code since the new version of development version of Rcpp is not yet available on CRAN. Related pull request: https://github.com/RcppCore/Rcpp/pull/1274.
• Add more documentation for fastcpd method.

fastcpd 0.6.5

• Add more experiments.

fastcpd 0.6.4

• Check warning messages in tests.
• Further encapsulation of all FastcpdParameters members.

fastcpd 0.6.3

• Add CRAN release badge.

fastcpd 0.6.2

• Address CRAN comments.
• Add more experiments.

fastcpd 0.6.1

• Address CRAN comments.

fastcpd 0.6.0

• Submit for CRAN release.

fastcpd 0.5.7

• Fix loss function for custom mean or variance change.

fastcpd 0.5.6

• Add stargazers in README.

fastcpd 0.5.5

• Add example and test for multivariate mean shift.
• Add example and test for multivariate variance change.
• Add example and test for multivariate mean and variance change.
• Add test for linear regression with multi-dimensional responses.

fastcpd 0.5.4

• Fix bug when no change point is detected.

fastcpd 0.5.3

• Add more experiments but commented out for the sake of test time without affecting the test coverage.
• Add examples in README.
• Add CRAN manual using R CMD Rd2pdf . --output=man/figures/manual.pdf --force --no-preview from stackoverflow.
• Add example for multiple epochs using custom cost functions.
• Add table of contents to README.

fastcpd 0.5.2

• Add one-dimensional linear regression example with plot.

fastcpd 0.5.1

• Prepare for CRAN release.

fastcpd 0.5.0

• Rewrite the whole package in C++ except LASSO due to the excessive calls between R and C++ of glmnet.

fastcpd 0.4.0

• Add the transition from vanilla PELT to SeN by using vanilla_percentage parameter.

fastcpd 0.3.3

• Merge the implementation of vanilla PELT and SeN.
• Encapsulate the implementation of binding new coefficients into the previous coefficients.
• Rewrite fastcpd parameters updating in C++.

fastcpd 0.3.2

• Integrate initialization and update for theta_hat, theta_sum and hessian.
• Combine theta estimation into a single function.
• Add a parameter vanilla_percentage to denote the method switching between vanilla PETL and SeN.
• Add more documentation to cp_only parameter.
• Add preparation for merging vanilla PELT with SeN.

fastcpd 0.3.1

• Add examples as tests for fastcpd.
• Rearrange C++ functions.
• Add more precondition check.

fastcpd 0.3.0

• Bump test coverage for class methods of fastcpd.

fastcpd 0.2.9

• Fix Poisson regression bug related to lfactorial.

fastcpd 0.2.8

• Make penalized linear regression estimated coefficients output sparse.

fastcpd 0.2.7

• Fix mean change example bug.
• Update documentation to redirect README to pkgdown generated webpage.
• Add contact methods and ways to file a ticket.

fastcpd 0.2.6

• Add C++ sanity check for Logistic regression data, i.e. binomial family.
• Add examples as tests for fastcpd.
• Rename C++ source files to follow Unix convention.
• Update documentation link in README.

fastcpd 0.2.5

• Hide internal functions from the documentation.
• Export fastcpd class.

fastcpd 0.2.4

• Add column name for thetas slot in fastcpd class.
• Fix plot where residuals and responses appear in the same plot.
• Default cp_only to FALSE.
• Remove residuals from summary method.

fastcpd 0.2.3

• Add missing examples for linear regression and LASSO.

fastcpd 0.2.2

• Add more examples to illustrate the use of the fastcpd function.
• Indicating internal functions so that the users should not use them.

fastcpd 0.2.1

• Add more examples to the README.

fastcpd 0.2.0

• Added a NEWS.md file to track changes to the package.

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.