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.

Version: 2.2.4
Depends: R (≥ 3.1), methods, stats, zoo (≥ 0.9-1)
Suggests: testthat, vdiffr
Published: 2022-11-03
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

Documentation:

Reference manual: changepoint.pdf

Downloads:

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
Old sources: changepoint archive

Reverse dependencies:

Reverse depends: changepoint.geo, changepoint.influence, changepoint.np, deltaGseg, EnvCpt, GENEAclassify
Reverse imports: AEDForecasting, CONFESS, crossvalidationCP, densitr, envoutliers, eventstream, flowAI, flowClean, FlowScreen, ggchangepoint, GISPA, goldfish, harbinger, katdetectr, msltrend, OPTS, PCDimension, phenocamr, sssc, STOPES, StructuralDecompose, tip, trackeRapp, TrendSLR, vanquish
Reverse suggests: atime, binsegRcpp, cycleRtools, ecolottery, fastcpd, ggfortify, jointseg, lterdatasampler

Linking:

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