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changepoint  

Methods for Changepoint Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("changepoint", "2.3")



Attach the package and use:
library("changepoint")
Maintained by
Rebecca Killick
[Scholar Profile | Author Map]
First Published: 2011-01-25
Latest Update: 2022-11-03
Description:
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.
How to cite:
Rebecca Killick (2011). changepoint: Methods for Changepoint Detection. R package version 2.3, https://cran.r-project.org/web/packages/changepoint. Accessed 02 May. 2025.
Previous versions and publish date:
0.3 (2011-01-25 08:42), 0.4.1 (2011-06-05 09:57), 0.4 (2011-03-24 09:01), 0.5 (2011-07-30 17:40), 0.6.1 (2012-05-13 10:35), 0.6 (2012-02-06 17:41), 0.7 (2012-05-22 15:05), 0.8 (2012-09-26 10:56), 1.0.3 (2013-02-01 12:42), 1.0.4 (2013-02-25 14:51), 1.0.5 (2013-03-07 16:10), 1.0.6 (2013-06-08 15:39), 1.0 (2013-01-08 16:02), 1.1.1 (2014-02-17 17:35), 1.1.2 (2014-03-27 13:34), 1.1.3 (2014-06-13 16:25), 1.1.5 (2014-06-25 17:32), 1.1 (2013-06-20 13:27), 2.0.1 (2015-07-27 20:20), 2.1.1 (2015-10-01 00:37), 2.2.1 (2016-02-26 15:23), 2.2.2 (2016-10-04 17:08), 2.2.3 (2022-03-14 16:50), 2.2.4 (2022-11-03 23:30), 2.2 (2015-11-09 18:09)
Other packages that cited changepoint R package
View changepoint citation profile
Other R packages that changepoint depends, imports, suggests or enhances
Complete documentation for changepoint
Functions, R codes and Examples using the changepoint R package
Some associated functions: BINSEG . HC1 . Lai2005fig3 . Lai2005fig4 . PELT . changepoint-package . class_input . coef-methods . cpt-class . cpt.mean . cpt.meanvar . cpt.range-class . cpt.reg-class . cpt.var . cpts--methods . cpts- . cpts-methods . cpts.full--methods . cpts.full- . cpts.full-methods . cpts.full . cpts . cpts.ts-methods . cpts.ts . cpttype--methods . cpttype- . cpttype-methods . cpttype . data.set--methods . data.set- . data.set-methods . data.set . data.set.ts-methods . data.set.ts . decision . distribution--methods . distribution- . distribution-methods . distribution . ftse100 . likelihood-methods . likelihood . logLik-methods . method--methods . method- . method-methods . method . minseglen--methods . minseglen- . minseglen-methods . minseglen . ncpts-methods . ncpts.max--methods . ncpts.max- . ncpts.max-methods . ncpts.max . ncpts . nseg-methods . nseg . param-methods . param.est--methods . param.est- . param.est-methods . param.est . param . pen.type--methods . pen.type- . pen.type-methods . pen.type . pen.value--methods . pen.value- . pen.value-methods . pen.value.full--methods . pen.value.full- . pen.value.full-methods . pen.value.full . pen.value . penalty_decision . plot-methods . seg.len-methods . seg.len . show-methods . summary-methods . test.stat--methods . test.stat- . test.stat-methods . test.stat . wave.c44137 . 
Some associated R codes: BinSeg_one_func_minseglen.R . CROPS.R . PELT_one_func_minseglen.R . SegNeigh_one_func_minseglen.R . class_input.R . cpt.R . cpt.class.R . data_input.R . decision.R . exp.R . gamma.R . multiple.nonparametric.R . multiple.norm.R . penalty_decision.R . poisson.R . range_of_penalties.R . single.nonparametric.R . single.norm.R . zzz.R .  Full changepoint package functions and examples
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