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fastcpd
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", "0.14.0")
Attach the package and use:
library("fastcpd")
Maintained by
Xingchi Li
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-09-14
Latest Update: 2024-01-24
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 0.14.0, https://cran.r-project.org/web/packages/fastcpd
Previous versions and publish date:
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)
Other packages that cited fastcpd R package
View fastcpd citation profile
Other R packages that fastcpd depends,
imports, suggests or enhances
Functions, R codes and Examples using
the fastcpd R package
Some associated functions: bitcoin . fastcpd-class . fastcpd . fastcpd_ar . fastcpd_arima . fastcpd_arma . fastcpd_binomial . fastcpd_garch . fastcpd_lasso . fastcpd_lm . fastcpd_ma . fastcpd_mean . fastcpd_meanvariance . fastcpd_poisson . fastcpd_ts . fastcpd_var . fastcpd_variance . occupancy . plot . print . show . summary . transcriptome . uk_seatbelts . well_log .
Some associated R codes: RcppExports.R . catch-routine-registration.R . check.R . fastcpd.R . fastcpd_class.R . fastcpd_data.R . fastcpd_wrappers.R . mockthat.R . Full fastcpd package functions and examples
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