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changepointsHD  

Change-Point Estimation for Expensive and High-Dimensional Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("changepointsHD", "0.3.3")



Attach the package and use:
library("changepointsHD")
Maintained by
Leland Bybee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-07
Latest Update:
Description:
This implements the methods developed in, L. Bybee and Y. Atchade. (2018). Contains a series of methods for estimating change-points given user specified black-box models. The methods include binary segmentation for multiple change-point estimation. For estimating each individual change-point the package includes simulated annealing, brute force, and, for Gaussian graphical models, an applications specific rank-one update implementation. Additionally, code for estimating Gaussian graphical models is included. The goal of this package is to allow for the efficient estimation of change-points in complicated models with high dimensional data.
How to cite:
Leland Bybee (2017). changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models. R package version 0.3.3, https://cran.r-project.org/web/packages/changepointsHD. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:25), 0.3.0 (2017-11-07 19:05), 0.3.1 (2019-03-16 19:23), 0.3.2 (2019-09-06 10:50), 0.3.3 (2019-09-20 18:40)
Other packages that cited changepointsHD R package
View changepointsHD citation profile
Other R packages that changepointsHD depends, imports, suggests or enhances
Functions, R codes and Examples using the changepointsHD R package
Some associated functions: bbmod_method . binary_segmentation . brute_force . changepointsHD-package . changepointsMod-class . log_likelihood_method . prox_gradient_ll . prox_gradient_mapping . rank_one . simulated_annealing . 
Some associated R codes: RcppExports.R . changepoints.R .  Full changepointsHD package functions and examples
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