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.

AuthorRebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Date of publication2016-10-04 17:08:03
MaintainerRebecca Killick <r.killick@lancs.ac.uk>
LicenseGPL
Version2.2.2
https://github.com/rkillick/changepoint/

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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

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