CRAN/E | changepoints

changepoints

A Collection of Change-Point Detection Methods

Installation

About

Performs a series of offline and/or online change-point detection algorithms for 1) univariate mean: doi:10.1214/20-EJS1710, ; 2) univariate polynomials: doi:10.1214/21-EJS1963; 3) univariate and multivariate nonparametric settings: doi:10.1214/21-EJS1809, doi:10.1109/TIT.2021.3130330; 4) high-dimensional covariances: doi:10.3150/20-BEJ1249; 5) high-dimensional networks with and without missing values: doi:10.1214/20-AOS1953, , ; 6) high-dimensional linear regression models: , ; 7) high-dimensional vector autoregressive models: ; 8) high-dimensional self exciting point processes: ; 9) dependent dynamic nonparametric random dot product graphs: ; 10) univariate mean against adversarial attacks: .

github.com/HaotianXu/changepoints

Key Metrics

Version 1.1.0
R ≥ 3.5.0
Published 2022-09-04 571 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks changepoints results

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Maintainer

Maintainer

Haotian Xu

haotian.xu@uclouvain.be

Authors

Haotian Xu

aut / cre

Oscar Padilla

aut

Daren Wang

aut

Mengchu Li

aut

Qin Wen

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

example_VAR
example_univariate_mean

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

changepoints archive

Depends

R ≥ 3.5.0

Imports

stats
gglasso
glmnet
ks
MASS
data.tree
Rcpp

Suggests

knitr
abind
DiagrammeR
rmarkdown

LinkingTo

Rcpp
RcppArmadillo