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.

Author
Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Date of publication
2016-10-04 17:08:03
Maintainer
Rebecca Killick <r.killick@lancs.ac.uk>
License
GPL
Version
2.2.2
URLs

View on CRAN

Man pages

BINSEG
Binary Segmentation - Only intended for developer use.
changepoint-package
Methods for Changepoint Detection
class_input
Input all required arguments into cpt classes - Only intended...
coef-methods
~~ Methods for Function coef ~~
cpt-class
Class "cpt"
cpt.mean
Identifying Changes in Mean
cpt.meanvar
Identifying Changes in Mean and Variance
cpt.range-class
Class "cpt.range"
cpt.reg-class
Class "cpt.reg"
cpts
Generic Function - cpts
cpts-
Generic Function - cpts<-
cpts.full
Generic Function - cpts.full
cpts.full-
Generic Function - cpts.full<-
cpts.full-methods
~~ Methods for Function cpts.full ~~
cpts.full--methods
~~ Methods for Function cpts.full<- ~~
cpts-methods
~~ Methods for Function cpts ~~
cpts--methods
~~ Methods for Function cpts<- ~~
cpts.ts
Generic Function - cpts.ts
cpts.ts-methods
~~ Methods for Function cpts.ts ~~
cpttype
Generic Function - cpttype
cpttype-
Generic Function - cpttype
cpttype-methods
~~ Methods for Function cpttype ~~
cpttype--methods
~~ Methods for Function cpttype<- ~~
cpt.var
Identifying Changes in Variance
data.set
Generic Function - data.set
data.set-
Generic Function - data.set<-
data.set-methods
~~ Methods for Function data.set ~~
data.set--methods
~~ Methods for Function data.set<- ~~
data.set.ts
Generic Function - data.set.ts
data.set.ts-methods
~~ Methods for Function data.set.ts ~~
decision
Decision Function - Only intended for developer use.
distribution
Generic Function - distribution
distribution-
Generic Function - distribution<-
distribution-methods
~~ Methods for Function distribution ~~
distribution--methods
~~ Methods for Function distribution<- ~~
ftse100
FTSE 100 Daily Returns: 2nd April 1984 - 13th September 2012
HC1
G+C Content in Human Chromosome 1
Lai2005fig3
Normalized glioblastoma profile for chromosome 13
Lai2005fig4
Normalized glioblastoma profile for an excerpt of chromosome...
likelihood
Generic Function - likelihood
likelihood-methods
~~ Methods for Function likelihood ~~
logLik-methods
~~ Methods for Function logLik ~~
method
Generic Function - method
method-
Generic Function - method<-
method-methods
~~ Methods for Function method ~~
method--methods
~~ Methods for Function method<- ~~
minseglen
Generic Function - minseglen
minseglen-
Generic Function - minseglen<-
minseglen-methods
~~ Methods for Function minseglen ~~
minseglen--methods
~~ Methods for Function minseglen<- ~~
ncpts
Generic Function - ncpts
ncpts.max
Generic Function - ncpts.max
ncpts.max-
Generic Function - ncpts.max<-
ncpts.max-methods
~~ Methods for Function ncpts.max ~~
ncpts.max--methods
~~ Methods for Function ncpts.max<- ~~
ncpts-methods
~~ Methods for Function ncpts ~~
nseg
Generic Function - nseg
nseg-methods
~~ Methods for Function nseg ~~
param
Generic Function - param
param.est
Generic Function - param.est
param.est-
Generic Function - param.est<-
param.est-methods
~~ Methods for Function param.est ~~
param.est--methods
~~ Methods for Function param.est<- ~~
param-methods
~~ Methods for Function param ~~
PELT
PELT (Pruned Exact Linear Time) - Only intended for developer...
penalty_decision
Penalty Decision Function - Only intended for developer use.
pen.type
Generic Function - pen.type
pen.type-
Generic Function - pen.type<-
pen.type-methods
~~ Methods for Function pen.type ~~
pen.type--methods
~~ Methods for Function pen.type<- ~~
pen.value
Generic Function - pen.value
pen.value-
Generic Function - pen.value
pen.value.full
Generic Function - pen.value.full
pen.value.full-
Generic Function - pen.value.full<-
pen.value.full-methods
~~ Methods for Function pen.value.full ~~
pen.value.full--methods
~~ Methods for Function pen.value.full<- ~~
pen.value-methods
~~ Methods for Function pen.value ~~
pen.value--methods
~~ Methods for Function pen.value<- ~~
plot-methods
~~ Methods for Function plot in Package 'graphics' ~~
seg.len
Generic Function - seg.len
seg.len-methods
~~ Methods for Function seg.len ~~
show-methods
~~ Methods for Function print in Package 'base' ~~
summary-methods
~~ Methods for Function summary in Package 'base' ~~
test.stat
Generic Function - test.stat
test.stat-
Generic Function - test.stat<-
test.stat-methods
~~ Methods for Function test.stat ~~
test.stat--methods
~~ Methods for Function test.stat<- ~~
wave.c44137
Wave data from buoy c44137

Files in this package

changepoint
changepoint/inst
changepoint/inst/CITATION
changepoint/tests
changepoint/tests/testthat.R
changepoint/tests/testthat
changepoint/tests/testthat/test-examples.R
changepoint/tests/testthat/test-cptmeanvar.R
changepoint/tests/testthat/test-cptmean.R
changepoint/tests/testthat/test-cptvar.R
changepoint/src
changepoint/src/BinSeg_one_func_minseglen.c
changepoint/src/cost_general_functions.c
changepoint/src/PELT_one_func_minseglen.c
changepoint/NAMESPACE
changepoint/NEWS
changepoint/data
changepoint/data/ftse100.RData
changepoint/data/Lai2005fig4.RData
changepoint/data/HC1.RData
changepoint/data/Lai2005fig3.RData
changepoint/data/wave.c44137.RData
changepoint/R
changepoint/R/multiple.norm.R
changepoint/R/data_input.R
changepoint/R/single.nonparametric.R
changepoint/R/PELT_one_func_minseglen.R
changepoint/R/exp.R
changepoint/R/cpt.R
changepoint/R/decision.R
changepoint/R/single.norm.R
changepoint/R/range_of_penalties.R
changepoint/R/BinSeg_one_func_minseglen.R
changepoint/R/CROPS.R
changepoint/R/cpt.class.R
changepoint/R/class_input.R
changepoint/R/gamma.R
changepoint/R/SegNeigh_one_func_minseglen.R
changepoint/R/multiple.nonparametric.R
changepoint/R/poisson.R
changepoint/R/zzz.R
changepoint/R/penalty_decision.R
changepoint/MD5
changepoint/DESCRIPTION
changepoint/man
changepoint/man/summary-methods.Rd
changepoint/man/cpts.Rd
changepoint/man/cpts.full-.Rd
changepoint/man/data.set.ts-methods.Rd
changepoint/man/likelihood-methods.Rd
changepoint/man/cpts-methods.Rd
changepoint/man/pen.value.full-methods.Rd
changepoint/man/Lai2005fig3.Rd
changepoint/man/pen.value.Rd
changepoint/man/test.stat.Rd
changepoint/man/distribution--methods.Rd
changepoint/man/cpts--methods.Rd
changepoint/man/pen.value.full--methods.Rd
changepoint/man/plot-methods.Rd
changepoint/man/param.Rd
changepoint/man/test.stat-.Rd
changepoint/man/cpttype--methods.Rd
changepoint/man/seg.len-methods.Rd
changepoint/man/ncpts.max.Rd
changepoint/man/param-methods.Rd
changepoint/man/penalty_decision.Rd
changepoint/man/distribution-methods.Rd
changepoint/man/HC1.Rd
changepoint/man/ncpts.Rd
changepoint/man/cpttype-.Rd
changepoint/man/wave.c44137.Rd
changepoint/man/cpts.ts.Rd
changepoint/man/pen.value-.Rd
changepoint/man/likelihood.Rd
changepoint/man/pen.type--methods.Rd
changepoint/man/pen.value-methods.Rd
changepoint/man/PELT.Rd
changepoint/man/data.set--methods.Rd
changepoint/man/test.stat--methods.Rd
changepoint/man/changepoint-package.Rd
changepoint/man/param.est-methods.Rd
changepoint/man/data.set-.Rd
changepoint/man/param.est--methods.Rd
changepoint/man/ftse100.Rd
changepoint/man/coef-methods.Rd
changepoint/man/seg.len.Rd
changepoint/man/nseg-methods.Rd
changepoint/man/cpt.range-class.Rd
changepoint/man/minseglen--methods.Rd
changepoint/man/method-.Rd
changepoint/man/cpt.meanvar.Rd
changepoint/man/pen.value.full-.Rd
changepoint/man/pen.value--methods.Rd
changepoint/man/data.set-methods.Rd
changepoint/man/pen.type-methods.Rd
changepoint/man/cpts.full-methods.Rd
changepoint/man/method.Rd
changepoint/man/cpt.var.Rd
changepoint/man/ncpts-methods.Rd
changepoint/man/distribution-.Rd
changepoint/man/cpttype-methods.Rd
changepoint/man/cpts.ts-methods.Rd
changepoint/man/test.stat-methods.Rd
changepoint/man/cpts.full.Rd
changepoint/man/data.set.Rd
changepoint/man/decision.Rd
changepoint/man/pen.type.Rd
changepoint/man/distribution.Rd
changepoint/man/pen.type-.Rd
changepoint/man/BINSEG.Rd
changepoint/man/cpt-class.Rd
changepoint/man/method-methods.Rd
changepoint/man/minseglen.Rd
changepoint/man/param.est-.Rd
changepoint/man/minseglen-methods.Rd
changepoint/man/cpt.mean.Rd
changepoint/man/minseglen-.Rd
changepoint/man/logLik-methods.Rd
changepoint/man/cpts.full--methods.Rd
changepoint/man/cpt.reg-class.Rd
changepoint/man/data.set.ts.Rd
changepoint/man/cpttype.Rd
changepoint/man/ncpts.max--methods.Rd
changepoint/man/nseg.Rd
changepoint/man/class_input.Rd
changepoint/man/method--methods.Rd
changepoint/man/cpts-.Rd
changepoint/man/pen.value.full.Rd
changepoint/man/ncpts.max-.Rd
changepoint/man/Lai2005fig4.Rd
changepoint/man/show-methods.Rd
changepoint/man/param.est.Rd
changepoint/man/ncpts.max-methods.Rd