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: | 2.3 |
| Depends: | R (≥ 3.2), methods, stats,zoo (≥ 0.9-1) |
| Suggests: | testthat,vdiffr |
| Published: | 2024-11-04 |
| DOI: | 10.32614/CRAN.package.changepoint |
| Author: | Rebecca Killick [aut, cre], Kaylea Haynes [ctb], Harjit Hullait [ctb], 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 |
| Reference manual: | changepoint.html ,changepoint.pdf |
| Package source: | changepoint_2.3.tar.gz |
| Windows binaries: | r-devel:changepoint_2.3.zip, r-release:changepoint_2.3.zip, r-oldrel:changepoint_2.3.zip |
| macOS binaries: | r-release (arm64):changepoint_2.3.tgz, r-oldrel (arm64):changepoint_2.3.tgz, r-release (x86_64):changepoint_2.3.tgz, r-oldrel (x86_64):changepoint_2.3.tgz |
| Old sources: | changepoint archive |
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