Change-Point Detection by Sample-Splitting Methods

Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for users-customized change-point models with their own cost function and estimation routines.


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install.packages("cpss")

0.0.2 by Guanghui Wang, 5 months ago


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


Authors: Guanghui Wang [aut, cre] , Changliang Zou [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, magrittr, methods, stats, mvtnorm, Rfast, tibble, dplyr, tidyr, rlang, ggplot2, gridExtra

Suggests MASS, L1pack

Linking to Rcpp, RcppArmadillo


See at CRAN