A Collection of Change-Point Detection Methods

Performs a series of offline and/or online change-point detection algorithms for 1) univariate mean; 2) univariate polynomials; 3) univariate and multivariate nonparametric settings; 4) high-dimensional covariances; 5) high-dimensional networks with and without missing values; 6) high-dimensional linear regression models; 7) high-dimensional vector autoregressive models; 8) high-dimensional self exciting point processes; 9) dependent dynamic nonparametric random dot product graphs; 10) univariate mean against adversarial attacks. For more informations, see ; ; ; ; ; ; ; ; ; ; ; ; ; .


Reference manual

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1.0.0 by Haotian Xu, 2 months ago


Browse source code at https://github.com/cran/changepoints

Authors: Haotian Xu [aut, cre] , Oscar Padilla [aut] , Daren Wang [aut] , Mengchu Li [aut] , Qin Wen [ctb]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports stats, gglasso, glmnet, ks, MASS, data.tree, Rcpp

Suggests knitr, abind, DiagrammeR, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN