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changepoint (version 2.2.4)

Methods for Changepoint Detection

Description

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.

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Install

install.packages('changepoint')

Monthly Downloads

6,586

Version

2.2.4

License

GPL

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Repository

https://github.com/rkillick/changepoint/

Maintainer

Rebecca Killick

Last Published

November 3rd, 2022

Functions in changepoint (2.2.4)

Identifying Changes in Mean

Input all required arguments into cpt classes - Only intended for developer use.

Identifying Changes in Mean and Variance

~~ Methods for Function coef ~~

PELT (Pruned Exact Linear Time) - Only intended for developer use.

changepoint-package

Methods for Changepoint Detection

~~ Methods for Function cpts ~~

Generic Function - cpts

~~ Methods for Function cpts<- ~~

cpt.range-class

Class "cpt.range"

Generic Function - cpts<-

data.set<--methods

~~ Methods for Function data.set<- ~~

Normalized glioblastoma profile for chromosome 13

Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.

Binary Segmentation - Only intended for developer use.

Generic Function - data.set<-

cpttype-methods

~~ Methods for Function cpttype ~~

Class "cpt.reg"

Identifying Changes in Variance

Generic Function - distribution<-

G+C Content in Human Chromosome 1

cpts.full<--methods

~~ Methods for Function cpts.full<- ~~

Generic Function - cpttype

cpts.ts-methods

~~ Methods for Function cpts.ts ~~

cpttype<--methods

~~ Methods for Function cpttype<- ~~

Generic Function - cpts.ts

Generic Function - cpts.full<-

distribution-methods

~~ Methods for Function distribution ~~

Generic Function - distribution

Generic Function - cpttype

cpts.full-methods

~~ Methods for Function cpts.full ~~

Generic Function - cpts.full

Generic Function - method<-

Decision Function - Only intended for developer use.

FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012

data.set-methods

~~ Methods for Function data.set ~~

distribution<--methods

~~ Methods for Function distribution<- ~~

Generic Function - data.set

~~ Methods for Function method ~~

~~ Methods for Function logLik ~~

likelihood-methods

~~ Methods for Function likelihood ~~

Generic Function - method

method<--methods

~~ Methods for Function method<- ~~

minseglen<--methods

~~ Methods for Function minseglen<- ~~

Generic Function - ncpts

data.set.ts-methods

~~ Methods for Function data.set.ts ~~

Generic Function - data.set.ts

Generic Function - minseglen

Generic Function - minseglen<-

~~ Methods for Function ncpts ~~

Generic Function - likelihood

Generic Function - ncpts.max

Generic Function - param.est

Generic Function - nseg

~~ Methods for Function param ~~

~~ Methods for Function nseg ~~

Generic Function - pen.type

pen.value<--methods

~~ Methods for Function pen.value<- ~~

pen.type<--methods

~~ Methods for Function pen.type<- ~~

ncpts.max<--methods

~~ Methods for Function ncpts.max<- ~~

~~ Methods for Function plot in Package `graphics' ~~

pen.value.full<-

Generic Function - pen.value.full<-

Generic Function - pen.type<-

pen.value.full-methods

~~ Methods for Function pen.value.full ~~

seg.len-methods

~~ Methods for Function seg.len ~~

minseglen-methods

~~ Methods for Function minseglen ~~

Generic Function - test.stat

Wave data from buoy c44137

pen.type-methods

~~ Methods for Function pen.type ~~

summary-methods

~~ Methods for Function summary in Package `base' ~~

Generic Function - pen.value

Generic Function - param

test.stat<--methods

~~ Methods for Function test.stat<- ~~

Generic Function - ncpts.max<-

pen.value-methods

~~ Methods for Function pen.value ~~

Generic Function - seg.len

ncpts.max-methods

~~ Methods for Function ncpts.max ~~

~~ Methods for Function print in Package `base' ~~

Generic Function - param.est<-

param.est-methods

~~ Methods for Function param.est ~~

Generic Function - pen.value.full

penalty_decision

Penalty Decision Function - Only intended for developer use.

param.est<--methods

~~ Methods for Function param.est<- ~~

Generic Function - pen.value

pen.value.full<--methods

~~ Methods for Function pen.value.full<- ~~

Generic Function - test.stat<-

test.stat-methods

~~ Methods for Function test.stat ~~