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.

Install the latest version of this package by entering the following in R:
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 <>

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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


BINSEG Man page
changepoint Man page
changepoint-package Man page
class_input Man page
coef,cpt-method Man page
coef,cpt.reg-method Man page
coef-methods Man page
cpt-class Man page
cpt.mean Man page
cpt.meanvar Man page
cpt-method,cpts Man page
cpt-method,cpts<- Man page
cpt-method,cpttype Man page
cpt-method,cpttype<- Man page
cpt-method,data.set Man page
cpt-method,data.set<- Man page
cpt-method,data.set.ts Man page
cpt-method,logLik Man page
cpt-method,method Man page
cpt-method,method<- Man page
cpt-method,minseglen Man page
cpt-method,minseglen<- Man page
cpt-method,ncpts.max Man page
cpt-method,ncpts.max<- Man page
cpt-method,param Man page
cpt-method,param.est Man page
cpt-method,param.est<- Man page
cpt-method,pen.type Man page
cpt-method,pen.type<- Man page
cpt-method,pen.value Man page
cpt-method,pen.value<- Man page
cpt-method,plot Man page
cpt-method,print Man page
cpt-method,summary Man page
cpt-method,test.stat Man page
cpt-method,test.stat<- Man page
cpt.range-class Man page
cpt.reg-class Man page
cpt.reg-method,cpts Man page
cpt.reg-method,cpts<- Man page
cpt.reg-method,cpttype Man page
cpt.reg-method,cpttype<- Man page
cpt.reg-method,data.set Man page
cpt.reg-method,data.set<- Man page
cpt.reg-method,method Man page
cpt.reg-method,method<- Man page
cpt.reg-method,ncpts.max Man page
cpt.reg-method,ncpts.max<- Man page
cpt.reg-method,param Man page
cpt.reg-method,param.est Man page
cpt.reg-method,param.est<- Man page
cpt.reg-method,pen.type Man page
cpt.reg-method,pen.type<- Man page
cpt.reg-method,pen.value Man page
cpt.reg-method,pen.value<- Man page
cpt.reg-method,print Man page
cpt.reg-method,summary Man page
cpt.reg-method,test.stat Man page
cpt.reg-method,test.stat<- Man page
cpts Man page
cpts<- Man page
cpts<-,cpt-method Man page
cpts,cpt-method Man page
cpts<-,cpt.reg-method Man page
cpts,cpt.reg-method Man page
cpts.full Man page
cpts.full<- Man page
cpts.full<-,cpt.range-method Man page
cpts.full,cpt.range-method Man page
cpts.full<--methods Man page
cpts.full-methods Man page
cpts<--methods Man page
cpts-methods Man page
cpts.ts Man page
cpts.ts,cpt-method Man page
cpts.ts,cpt.reg-method Man page
cpts.ts-methods Man page
cpttype Man page
cpttype<- Man page
cpttype<-,cpt-method Man page
cpttype,cpt-method Man page
cpttype<-,cpt.reg-method Man page
cpttype,cpt.reg-method Man page
cpttype<--methods Man page
cpttype-methods Man page
cpt.var Man page
data.set Man page
data.set<- Man page
data.set<-,cpt-method Man page
data.set,cpt-method Man page
data.set<-,cpt.reg-method Man page
data.set,cpt.reg-method Man page
data.set<--methods Man page
data.set-methods Man page
data.set.ts Man page
data.set.ts,cpt-method Man page
data.set.ts,cpt.reg-method Man page
data.set.ts-methods Man page
decision Man page
distribution Man page
distribution<- Man page
distribution<-,cpt-method Man page
distribution,cpt-method Man page
distribution<-,cpt.reg-method Man page
distribution,cpt.reg-method Man page
distribution<--methods Man page
distribution-methods Man page
ftse100 Man page
HC1 Man page
Lai2005fig3 Man page
Lai2005fig4 Man page
likelihood Man page
likelihood,cpt-method Man page
likelihood-methods Man page
logLik,cpt-method Man page
logLik,cpt.range-method Man page
logLik,cpt.reg-method Man page
logLik-methods Man page
method Man page
method<- Man page
method<-,cpt-method Man page
method,cpt-method Man page
method<-,cpt.reg-method Man page
method,cpt.reg-method Man page
method<--methods Man page
method-methods Man page
minseglen Man page
minseglen<- Man page
minseglen<-,cpt-method Man page
minseglen,cpt-method Man page
minseglen<-,cpt.range-method Man page
minseglen,cpt.range-method Man page
minseglen<-,cpt.reg-method Man page
minseglen,cpt.reg-method Man page
minseglen<--methods Man page
minseglen-methods Man page
ncpts Man page
ncpts,cpt-method Man page
ncpts,cpt.reg-method Man page
ncpts.max Man page
ncpts.max<- Man page
ncpts.max<-,cpt-method Man page
ncpts.max,cpt-method Man page
ncpts.max<-,cpt.reg-method Man page
ncpts.max,cpt.reg-method Man page
ncpts.max<--methods Man page
ncpts.max-methods Man page
ncpts-methods Man page
nseg Man page
nseg,cpt-method Man page
nseg,cpt.reg-method Man page
nseg-methods Man page
param Man page
param,cpt-method Man page
param,cpt.range-method Man page
param,cpt.reg-method Man page
param.est Man page
param.est<- Man page
param.est<-,cpt-method Man page
param.est,cpt-method Man page
param.est<-,cpt.reg-method Man page
param.est,cpt.reg-method Man page
param.est<--methods Man page
param.est-methods Man page
param-methods Man page
PELT Man page
penalty_decision Man page
pen.type Man page
pen.type<- Man page
pen.type<-,cpt-method Man page
pen.type,cpt-method Man page
pen.type<-,cpt.reg-method Man page
pen.type,cpt.reg-method Man page
pen.type<--methods Man page
pen.type-methods Man page
pen.value Man page
pen.value<- Man page
pen.value<-,cpt-method Man page
pen.value,cpt-method Man page
pen.value<-,cpt.reg-method Man page
pen.value,cpt.reg-method Man page
pen.value.full Man page
pen.value.full<- Man page
pen.value.full<-,cpt.range-method Man page
pen.value.full,cpt.range-method Man page
pen.value.full<--methods Man page
pen.value.full-methods Man page
pen.value<--methods Man page
pen.value-methods Man page
plot,ANY-method Man page
plot,cpt-method Man page
plot,cpt.range-method Man page
plot,cpt.reg-method Man page
plot-methods Man page
seg.len Man page
seg.len,cpt-method Man page
seg.len,cpt.reg-method Man page
seg.len-methods Man page
show,ANY-method Man page
show,cpt-method Man page
show,cpt.reg-method Man page
show-methods Man page
summary,ANY-method Man page
summary,cpt-method Man page
summary,cpt.range-method Man page
summary,cpt.reg-method Man page
summary-methods Man page
test.stat Man page
test.stat<- Man page
test.stat<-,cpt-method Man page
test.stat,cpt-method Man page
test.stat<-,cpt.reg-method Man page
test.stat,cpt.reg-method Man page
test.stat<--methods Man page
test.stat-methods Man page
wave.c44137 Man page


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