Other packages > Find by keyword >

RegimeChange  

Comprehensive Regime Change Detection in Time Series
View on CRAN: Click here


Download and install RegimeChange package within the R console
Install from CRAN:
install.packages("RegimeChange")

Install from Github:
library("remotes")
install_github("cran/RegimeChange")

Install by package version:
library("remotes")
install_version("RegimeChange", "0.1.1")



Attach the package and use:
library("RegimeChange")
Maintained by
José Mauricio Gómez Julián
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-13
Latest Update: 2026-02-13
Description:
A unified framework for detecting regime changes (changepoints) in time series data. Implements both frequentist methods including Cumulative Sum (CUSUM, Page (1954) <doi:10.1093/biomet/41.1-2.100>), Pruned Exact Linear Time (PELT, Killick, Fearnhead, and Eckley (2012) <doi:10.1080/01621459.2012.737745>), Binary Segmentation, and Wild Binary Segmentation, as well as Bayesian methods such as Bayesian Online Changepoint Detection (BOCPD, Adams and MacKay (2007) <doi:10.48550/arXiv.0710.3742> and Shiryaev-Roberts. Supports offline analysis for retrospective detection and online monitoring for real-time surveillance. Provides rigorous uncertainty quantification through confidence intervals and posterior distributions. Handles univariate and multivariate series with detection of changes in mean, variance, trend, and distributional properties.
How to cite:
José Mauricio Gómez Julián (2026). RegimeChange: Comprehensive Regime Change Detection in Time Series. R package version 0.1.1, https://cran.r-project.org/web/packages/RegimeChange. Accessed 29 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited RegimeChange R package
View RegimeChange citation profile
Other R packages that RegimeChange depends, imports, suggests or enhances
Complete documentation for RegimeChange
Functions, R codes and Examples using the RegimeChange R package
Full RegimeChange package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

rbacon  
Age-Depth Modelling using Bayesian Statistics
An approach to age-depth modelling that uses Bayesian statistics to reconstruct accumulation histori ...
Download / Learn more Package Citations See dependency  
rebus.datetimes  
Date and Time Extensions for the 'rebus' Package
Build regular expressions piece by piece using human readable code. This package contains date and ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
WaveletSVR  
Wavelet-SVR Hybrid Model for Time Series Forecasting
The main aim of this package is to combine the advantage of wavelet and support vector machine model ...
Download / Learn more Package Citations See dependency  
peRspective  
Interface to the "Perspective" API
Interface to the 'Perspective' API, which can be found at the following URL: ...
Download / Learn more Package Citations See dependency  
RadData  
Nuclear Decay Data for Dosimetric Calculations - ICRP 107
Nuclear Decay Data for Dosimetric Calculations from the International Commission on Radiological Pr ...
Download / Learn more Package Citations See dependency  

27,987

R Packages

239,283

Dependencies

74,234

Author Associations

27,988

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA