Learn R Programming

⚠️There's a newer version (2.2.4) of this package.Take me there.

changepoint (version 0.3)

Contains funcions that run various single and multiple changepoint methods

Description

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean, cpt.var, cpt.meanvar, cpt.reg functions should be your first point of call.

Copy Link

Version

Install

install.packages('changepoint')

Monthly Downloads

9,035

Version

0.3

License

GPL

Maintainer

Rebecca Killick

Last Published

January 25th, 2011

Functions in changepoint (0.3)

data.set<--methods

~~ Methods for Function data.set<- ~~

Generic Function - param.est

PELT.meanvar.norm

Multiple Changes in Mean and Variance using PELT pruned method - Normal Data

Class "cpt.reg"

binseg.meanvar.exp

Multiple Changes in Mean and Variance using Binary Segmentation method - Exponential Data

Multiple Changes in Regression using PELT pruned method - Normal Errors

binseg.meanvar.norm

Multiple Changes in Mean and Variance using Binary Segmentation method - Normal Data

~~ Methods for Function print in Package `base' ~~

Generic Function - distribution

Generic Function - likelihood

distribution-methods

~~ Methods for Function distribution ~~

Generic Function - pen.value

changepoint-package

Contains funcions that run various single and multiple changepoint methods

Generic Function - ncpts

Generic Function - pen.value<-

Multiple Changes in Mean using PELT pruned method - Normal Data

Generic Function - data.set<-

PELT.meanvar.exp

Multiple Changes in Mean and Variance using PELT pruned method - Exponential Data

segneigh.var.norm

Multiple Changes in Variance using Segment Neighbourhood method - Normal Data

single.meanvar.norm

Single Change in Mean and Variance - Normal Data

binseg.meanvar.gamma

Multiple Changes in Mean and Variance using Binary Segmentation method - Gamma Data (i.e. change in scale parameter)

PELT.meanvar.gamma

Multiple Changes in Mean and Variance using PELT pruned method - Gamma Data (i.e. change in scale parameter)

distribution<--methods

~~ Methods for Function distribution<- ~~

~~ Methods for Function ncpts ~~

single.meanvar.gamma.calc

Single Change in Mean and Variance - Gamma Data (i.e. change in scale parameter)

~~ Methods for Function cpts ~~

Generic Function - cpts

multiple.mean.norm

Multiple Changes in Mean - Normal Data

binseg.reg.norm

Multiple Changes in Regression using Binary Segmentation method - Normal Errors

Generic Function - data.set

likelihood-methods

~~ Methods for Function likelihood ~~

Generic Function - cpts<-

cpttype-methods

~~ Methods for Function cpttype ~~

Generic Function - param

Generic Function - pen.type<-

multiple.meanvar.gamma

Multiple Changes in Mean and Variance - Gamma Data (i.e. change in scale parameter)

cpttype<--methods

~~ Methods for Function cpttype<- ~~

Generic Function - method

pen.type-methods

~~ Methods for Function pen.type ~~

ncpts.max<--methods

~~ Methods for Function ncpts.max<- ~~

single.meanvar.gamma

Single Change in Mean and Variance - Gamma Data (i.e. change in scale parameter)

binseg.mean.norm

Multiple Changes in Mean using Binary Segmentation method - Normal Data

~~ Methods for Function method ~~

param.est-methods

~~ Methods for Function param.est ~~

summary-methods

~~ Methods for Function summary in Package `base' ~~

Generic Function - ncpts.max<-

Identifying Changes in Variance

pen.value-methods

~~ Methods for Function pen.value ~~

Generic Function - ncpts.max

pen.type<--methods

~~ Methods for Function pen.type<- ~~

Generic Function - param.est<-

data.set-methods

~~ Methods for Function data.set ~~

multiple.reg.norm

Multiple Changes in Regression - Normal Errors

Identifying Changes in Mean and Variance

~~ Methods for Function cpts<- ~~

param.est<--methods

~~ Methods for Function param.est<- ~~

segneigh.reg.norm

Multiple Changes in Regression using Segment Neighbourhood method - Normal Errors

multiple.meanvar.exp

Multiple Changes in Mean and Variance - Exponential Data

single.var.norm.calc

Single Change in Variance - Normal Data

single.reg.norm.calc

Single Change in Regression - Normal Data

~~ Methods for Function plot in Package `graphics' ~~

single.meanvar.exp

Single Change in Mean and Variance - Exponential Data

Likelihood Ratio Decision Function

segneigh.meanvar.exp

Multiple Changes in Mean and Variance using Segment Neighbourhood method - Exponential Data

Generic Function - pen.type

Generic Function - cpttype

multiple.var.norm

Multiple Changes in Variance - Normal Data

binseg.var.norm

Multiple Changes in Variance using Binary Segmentation method - Normal Data

single.meanvar.exp.calc

Single Change in Mean and Variance - Exponential Data

pen.value<--methods

~~ Methods for Function pen.value<- ~~

segneigh.mean.norm

Multiple Changes in Mean using Segment Neighbourhood method - Normal Data

single.reg.norm

Single Change in Regression - Normal Data

multiple.meanvar.norm

Multiple Changes in Mean and Variance - Normal Data

single.mean.norm

Single Change in Mean - Normal Data

single.mean.norm.calc

Single Change in Mean - Normal Data

segneigh.meanvar.gamma

Multiple Changes in Mean and Variance using Segment Neighbourhood method - Gamma Data (i.e. change in scale parameter)

ncpts.max-methods

~~ Methods for Function ncpts.max ~~

Generic Function - method<-

single.meanvar.norm.calc

Single Change in Mean and Variance - Normal Data

single.var.norm

Single Change in Variance - Normal Data

Multiple Changes in Variance using PELT pruned method - Normal Data

Generic Function - cpttype<-

Identifying Changes in Mean

method<--methods

~~ Methods for Function method<- ~~

Generic Function - distribution<-

~~ Methods for Function param ~~

segneigh.meanvar.norm

Multiple Changes in Mean and Variance using Segment Neighbourhood method - Normal Data

Identifying Changes in Regression