Functional Change Point Detection and Analysis

Analyze functional data and its change points. Includes functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions. For more details see chapter 8 of Horvath and Rice (2024) . Additional papers are forthcoming. Focused works are also included in the documentation of corresponding functions.

fChange

fChange is an R package focused on change point and functional analysis for functional time series. The package contains functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions.

We recommend examining the package website for details and examples.

Installation

You can install the release version of the package on CRAN:

install.packages('fChange')

You can also install the development version of fChange from GitHub with:

# install.packages("devtools")
devtools::install_github("jrvanderdoes/fChange")