Robust Changepoint Detection for Functional and Multivariate Data

Detect and test for changes in covariance structures of functional data, as well as changepoint detection for multivariate data more generally. Method for detecting non-stationarity in resting state functional Magnetic Resonance Imaging (fMRI) scans as seen in Ramsay, K., & Chenouri, S. (2025) is implemented in fmri_changepoints(). Also includes depth- and rank-based implementation of the wild binary segmentation algorithm for detecting multiple changepoints in multivariate data.

KWCChangepoint

A user-friendly R package for functional and multivariate changepoint detection. This package is in the process of being submitted to CRAN. This page will be filled with more information regarding the package, its functionalities, and the theory underlying it all. Stay tuned!

Installation

To install the developmental version of this package on your device, run the following two lines in your Rstudio.

install.packages("devtools") #if devtools is not already installed
devtools::install_github("adeeb99/KWCChangepoint")

Contact Info:

For any questions or feedback, feel free to reach me at [email protected]