The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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, r-oldrel (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, 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:

Please use the canonical form https://CRAN.R-project.org/package=changepoint to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.