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changepoints: A Collection of Change-Point Detection Methods

Performs a series of offline and/or online change-point detection algorithms for 1) univariate mean: <doi:10.1214/20-EJS1710>, <doi:10.48550/arXiv.2006.03283>; 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>, <doi:10.48550/arXiv.2101.05477>, <doi:10.48550/arXiv.2110.06450>; 6) high-dimensional linear regression models: <doi:10.48550/arXiv.2010.10410>, <doi:10.48550/arXiv.2207.12453>; 7) high-dimensional vector autoregressive models: <doi:10.48550/arXiv.1909.06359>; 8) high-dimensional self exciting point processes: <doi:10.48550/arXiv.2006.03572>; 9) dependent dynamic nonparametric random dot product graphs: <doi:10.48550/arXiv.1911.07494>; 10) univariate mean against adversarial attacks: <doi:10.48550/arXiv.2105.10417>.

Version: 1.1.0
Depends: R (≥ 3.5.0)
Imports: stats, gglasso, glmnet, ks, MASS, data.tree, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, abind, DiagrammeR, rmarkdown
Published: 2022-09-04
Author: Haotian Xu [aut, cre], Oscar Padilla [aut], Daren Wang [aut], Mengchu Li [aut], Qin Wen [ctb]
Maintainer: Haotian Xu <haotian.xu at uclouvain.be>
License: GPL (≥ 3)
URL: https://github.com/HaotianXu/changepoints
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: changepoints results

Documentation:

Reference manual: changepoints.pdf
Vignettes: example_VAR
example_univariate_mean

Downloads:

Package source: changepoints_1.1.0.tar.gz
Windows binaries: r-devel: changepoints_1.1.0.zip, r-release: changepoints_1.1.0.zip, r-oldrel: changepoints_1.1.0.zip
macOS binaries: r-release (arm64): changepoints_1.1.0.tgz, r-oldrel (arm64): changepoints_1.1.0.tgz, r-release (x86_64): changepoints_1.1.0.tgz, r-oldrel (x86_64): changepoints_1.1.0.tgz
Old sources: changepoints archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=changepoints 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.
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