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svpChange: Smallest Valid Partitioning for Change-Point Detection

Provides methods for detecting multiple change-points and segmenting univariate time series using Smallest Valid Partitioning (SVP). SVP searches for a partition with the smallest number of segments whose segments satisfy a user-defined or built-in validity test. Among partitions with the same number of segments, it minimizes a within-segment sum-of-squared-errors criterion.

Version: 0.2.0
Imports: Rcpp (≥ 1.0.10), stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: stepR, testthat (≥ 3.0.0)
Published: 2026-09-30
DOI: 10.32614/CRAN.package.svpChange
Author: Vincent Runge [aut, cre, cph], Alexandre Combeau [aut], Gaetano Romano [aut], Anica Kostic [ctb]
Maintainer: Vincent Runge <vincent.runge at univ-evry.fr>
BugReports: https://github.com/vrunge/svpChange/issues
License: GPL-3
URL: https://github.com/vrunge/svpChange
NeedsCompilation: yes
Materials: README
CRAN checks: svpChange results

Documentation:

Reference manual: svpChange.html , svpChange.pdf

Downloads:

Package source: svpChange_0.2.0.tar.gz
Windows binaries: r-devel: svpChange_0.2.0.zip, r-release: not available, r-oldrel: svpChange_0.2.0.zip
macOS binaries: r-release (arm64): svpChange_0.2.0.tgz, r-oldrel (arm64): svpChange_0.2.0.tgz, r-release (x86_64): svpChange_0.2.0.tgz, r-oldrel (x86_64): svpChange_0.2.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=svpChange to link to this page.

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.