CRAN/E | cpop

cpop

Detection of Multiple Changes in Slope in Univariate Time-Series

Installation

About

Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2019) doi:10.1080/10618600.2018.1512868. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.

Key Metrics

Version 1.0.6
R ≥ 3.5.0
Published 2022-11-21 523 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks cpop results

Downloads

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Maintainer

Maintainer

Daniel Grose

dan.grose@lancaster.ac.uk

Authors

Daniel Grose

aut / cre

Paul Fearnhead

aut

Material

NEWS
Reference manual
Package source

Vignettes

Using cpop

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

cpop archive

Depends

R ≥ 3.5.0
crops
pacman

Imports

Rdpack
Rcpp ≥ 0.12.13
ggplot2
mathjaxr
pracma
methods

Suggests

testthat
R.rsp

LinkingTo

Rcpp