changepoints: A Collection of Change-Point Detection Methods

Performs a series of offline and/or online change-point detection algorithms for 1) univariate mean: <doi:10.1214/20-EJS1710>, <arXiv:2006.03283>; 2) univariate polynomials: <doi:10.1214/21-EJS1963>; 3) univariate and multivariate nonparametric settings: <doi:10.1214/21-EJS1809>, <doi:10.1109/TIT.2021.3130330>; 4) high-dimensional covariances: <doi:10.3150/20-BEJ1249>; 5) high-dimensional networks with and without missing values: <doi:10.1214/20-AOS1953>, <arXiv:2101.05477>, <arXiv:2110.06450>; 6) high-dimensional linear regression models: <arXiv:2010.10410>, <arXiv:2207.12453>; 7) high-dimensional vector autoregressive models: <arXiv:1909.06359>; 8) high-dimensional self exciting point processes: <arXiv:2006.03572>; 9) dependent dynamic nonparametric random dot product graphs: <arXiv:1911.07494>; 10) univariate mean against adversarial attacks: <arXiv:2105.10417>.

Package details

AuthorHaotian Xu [aut, cre], Oscar Padilla [aut], Daren Wang [aut], Mengchu Li [aut], Qin Wen [ctb]
MaintainerHaotian Xu <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the changepoints package in your browser

Any scripts or data that you put into this service are public.

changepoints documentation built on Sept. 4, 2022, 5:06 p.m.