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changepoint (version 2.2.2)

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

6,423

Version

2.2.2

License

GPL

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Maintainer

Last Published

October 4th, 2016

Functions in changepoint (2.2.2)

coef-methods

~~ Methods for Function coef ~~
distribution<--methods

~~ Methods for Function distribution<- ~~
likelihood

Generic Function - likelihood
logLik-methods

~~ Methods for Function logLik ~~
ncpts-methods

~~ Methods for Function ncpts ~~
ncpts

Generic Function - ncpts
ncpts.max-methods

~~ Methods for Function ncpts.max ~~
ncpts.max

Generic Function - ncpts.max
pen.value<-

Generic Function - pen.value
pen.value-methods

~~ Methods for Function pen.value ~~
seg.len

Generic Function - seg.len
show-methods

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

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

~~ Methods for Function cpts ~~
decision

Decision Function - Only intended for developer use.
cpts.full<--methods

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

Class "cpt"
cpts.ts-methods

~~ Methods for Function cpts.ts ~~
cpt.mean

Identifying Changes in Mean
cpts.ts

Generic Function - cpts.ts
cpttype<--methods

~~ Methods for Function cpttype<- ~~
cpttype<-

Generic Function - cpttype
distribution

Generic Function - distribution
ftse100

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

~~ Methods for Function minseglen<- ~~
nseg-methods

~~ Methods for Function nseg ~~
minseglen<-

Generic Function - minseglen<-
nseg

Generic Function - nseg
param.est

Generic Function - param.est
param

Generic Function - param
pen.value.full<--methods

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

~~ Methods for Function summary in Package `base' ~~
pen.value.full<-

Generic Function - pen.value.full<-
test.stat<--methods

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

~~ Methods for Function cpts<- ~~
cpts<-

Generic Function - cpts<-
data.set

Generic Function - data.set
data.set.ts

Generic Function - data.set.ts
method<--methods

~~ Methods for Function method<- ~~
method<-

Generic Function - method<-
PELT

PELT (Pruned Exact Linear Time) - Only intended for developer use.
pen.type<--methods

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

Generic Function - pen.value
penalty_decision

Penalty Decision Function - Only intended for developer use.
cpt.reg-class

Class "cpt.reg"
cpt.var

Identifying Changes in Variance
cpttype-methods

~~ Methods for Function cpttype ~~
HC1

G+C Content in Human Chromosome 1
cpttype

Generic Function - cpttype
Lai2005fig3

Normalized glioblastoma profile for chromosome 13
method-methods

~~ Methods for Function method ~~
method

Generic Function - method
ncpts.max<--methods

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

Generic Function - ncpts.max<-
pen.value<--methods

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

Generic Function - pen.type
pen.value.full-methods

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

Generic Function - pen.value.full
BINSEG

Binary Segmentation - Only intended for developer use.
changepoint-package

Methods for Changepoint Detection
cpts.full

Generic Function - cpts.full
cpts

Generic Function - cpts
data.set<-

Generic Function - data.set<-
data.set<--methods

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

~~ Methods for Function distribution ~~
distribution<-

Generic Function - distribution<-
param.est<-

Generic Function - param.est<-
param.est-methods

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

Generic Function - test.stat<-
test.stat-methods

~~ Methods for Function test.stat ~~
cpt.meanvar

Identifying Changes in Mean and Variance
cpts.full<-

Generic Function - cpts.full<-
cpt.range-class

Class "cpt.range"
cpts.full-methods

~~ Methods for Function cpts.full ~~
Lai2005fig4

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

~~ Methods for Function likelihood ~~
minseglen

Generic Function - minseglen
minseglen-methods

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

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

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

Generic Function - pen.type<-
plot-methods

~~ Methods for Function plot in Package `graphics' ~~
pen.type-methods

~~ Methods for Function pen.type ~~
seg.len-methods

~~ Methods for Function seg.len ~~
test.stat

Generic Function - test.stat
wave.c44137

Wave data from buoy c44137
cpts.full<--methods

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

Generic Function - cpts.full<-
cpts<--methods

~~ Methods for Function cpts<- ~~
cpts<-

Generic Function - cpts<-
minseglen<--methods

~~ Methods for Function minseglen<- ~~
data.set.ts-methods

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

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

Generic Function - distribution<-
pen.type<-

Generic Function - pen.type<-
pen.value<--methods

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

Generic Function - cpttype
method<-

Generic Function - method<-
cpttype<--methods

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

Generic Function - ncpts.max<-
data.set<-

Generic Function - data.set<-
data.set<--methods

~~ Methods for Function data.set<- ~~
pen.type<--methods

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

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

Generic Function - pen.value.full<-
param.est<-

Generic Function - param.est<-
ncpts.max<--methods

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

Generic Function - minseglen<-
pen.value<-

Generic Function - pen.value
param.est<--methods

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

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

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

Generic Function - test.stat<-
pen.value.full<--methods

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