Other packages > Find by keyword >

fastcpd  

Fast Change Point Detection via Sequential Gradient Descent
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fastcpd", "0.16.2")



Attach the package and use:
library("fastcpd")
Maintained by
Xingchi Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-09-14
Latest Update: 2025-04-25
Description:
Implements fast change point detection algorithm based on the paper "Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis" by Xianyang Zhang, Trisha Dawn . The algorithm is based on dynamic programming with pruning and sequential gradient descent. It is able to detect change points a magnitude faster than the vanilla Pruned Exact Linear Time(PELT). The package includes examples of linear regression, logistic regression, Poisson regression, penalized linear regression data, and whole lot more examples with custom cost function in case the user wants to use their own cost function.
How to cite:
Xingchi Li (2023). fastcpd: Fast Change Point Detection via Sequential Gradient Descent. R package version 0.16.2, https://cran.r-project.org/web/packages/fastcpd. Accessed 27 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:38), 0.6.2 (2023-09-14 21:20), 0.7.0 (2023-09-21 08:50), 0.7.2 (2023-09-24 01:00), 0.9.0 (2023-10-19 09:00), 0.9.9 (2023-12-11 22:30), 0.10.0 (2023-12-21 10:00), 0.10.1 (2024-01-09 22:20), 0.10.3 (2024-01-24 16:20), 0.12.1 (2024-03-12 12:20), 0.12.2 (2024-03-19 14:50), 0.13.1 (2024-04-01 17:50), 0.14.0 (2024-04-16 08:20), 0.14.1 (2024-04-18 23:32), 0.14.3 (2024-04-26 13:50), 0.14.6 (2024-11-05 10:00), 0.16.0 (2025-03-14 00:10), 0.16.1 (2025-03-21 01:10), 0.16.2 (2025-04-25 06:20)
Other packages that cited fastcpd R package
View fastcpd citation profile
Other R packages that fastcpd depends, imports, suggests or enhances
Complete documentation for fastcpd
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

IntervalQuestionStat  
Tools to Deal with Interval-Valued Responses in Questionnaires
A user-friendly toolbox for doing the statistical analysis of interval-valued responses in question ...
Download / Learn more Package Citations See dependency  
lmmpar  
Parallel Linear Mixed Model
Embarrassingly Parallel Linear Mixed Model calculations spread across local cores which repeat until ...
Download / Learn more Package Citations See dependency  
risksetROC  
Riskset ROC Curve Estimation from Censored Survival Data
Compute time-dependent Incident/dynamic accuracy measures (ROC curve, AUC, integrated AUC )from cen ...
Download / Learn more Package Citations See dependency  
ROI.plugin.qpoases  
'qpOASES' Plugin for the 'R' Optimization Infrastructure
Enhances the 'R' Optimization Infrastructure ('ROI') package with the quadratic solver 'qpOASES'. M ...
Download / Learn more Package Citations See dependency  
Bodi  
Boosting Diversity in Regression Ensembles
A gradient boosting-based algorithm by incorporating a diversity term to guide the gradient boosting ...
Download / Learn more Package Citations See dependency  
robustX  
'eXtra' / 'eXperimental' Functionality for Robust Statistics
Robustness -- 'eXperimental', 'eXtraneous', or 'eXtraordinary' Functionality for Robust Statistics. ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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