fChange is an R package focused on change point and functional analysis for functional time series. The package contains functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions.
We recommend examining the packagewebsite for details and examples.
Installation
You can install the release version of the package on CRAN:
install.packages('fChange')You can also install the development version of fChange fromGitHub with:
# install.packages("devtools")devtools::install_github("jrvanderdoes/fChange")