bocpd_wrapper: Bayesian online changepoint detection wrapper (BOCPD)

In ggchangepoint: Combines Changepoint Analysis with 'ggplot2'

Bayesian online changepoint detection wrapper (BOCPD)

Description

Wraps ocp::onlineCPD(), an implementation of Bayesian Online Changepoint Detection (Adams and MacKay, 2007). BOCPD recursively updates a posterior over the current run length (time since the last change); the maximum a posteriori set of changepoints is reported, and the full run-length posterior is kept so that ggcpt_runlength() can draw the signature run-length heatmap.

Usage

bocpd_wrapper(x, hazard = 100, ...)

Arguments

x	A numeric vector.
hazard	The \lambda of ocp's constant hazard: the expected run length between changes, so the hazard rate itself is 1/\lambda and larger values mean changes are expected less often. Defaults to 100 (the upstream default).
...	Additional arguments passed to ocp::onlineCPD().

Value

A ggcpt object with the MAP changepoint set. The full ocp fit (including the run-length posterior) is kept in $fit.

References

\insertRef

adams2007bocpdggchangepoint

See Also

Other changepoint engines: bcp_wrapper(), beast_wrapper(), bfast_wrapper(), binsegrcpp_wrapper(), capa_wrapper(), cpm_wrapper(), cpop_wrapper(), cpt_wrapper(), decafs_wrapper(), ecp_wrapper(), envcpt_wrapper(), esac_wrapper(), fabisearch_wrapper(), fastcpd_wrapper(), fcov_wrapper(), fmean_wrapper(), fpop_wrapper(), geomcp_wrapper(), hdcov_wrapper(), hdreg_wrapper(), idetect_wrapper(), inspect_wrapper(), kcp_wrapper(), kwc_wrapper(), mcp_wrapper(), mosum_wrapper(), network_wrapper(), not_wrapper(), npmojo_wrapper(), nsp_wrapper(), ocd_wrapper(), pilliat_wrapper(), segmented_wrapper(), smuce_wrapper(), sn_wrapper(), strucchange_wrapper(), taylor_wrapper(), tguh_wrapper(), trend_wrapper(), var_wrapper(), wbs2_wrapper(), wbs_wrapper(), wbsts_wrapper()

Examples

res <- bocpd_wrapper(c(rnorm(60), rnorm(60, 4)))
res$changepoints
ggcpt_runlength(res)

ggchangepoint documentation built on Nov. 5, 2026, 9:06 a.m.