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changepoint (version 1.1.5)

An R package for changepoint analysis

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 functions should be your first point of call.

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Version

Install

install.packages('changepoint')

Monthly Downloads

9,035

Version

1.1.5

License

GPL

Maintainer

Rebecca Killick

Last Published

June 25th, 2014

Functions in changepoint (1.1.5)

Generic Function - distribution<-

PELT.meanvar.gamma

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

Multiple Changes in Variance using Binary Segmentation method - Cumulative Sums of Squares

single.var.css.calc

Single Change in Variance - Cumulative Sums of Squares

cpts.ts-methods

~~ Methods for Function cpts.ts ~~

binseg.var.norm

Multiple Changes in Variance using Binary Segmentation method - Normal Data

Class "cpt.reg"

multiple.mean.cusum

Multiple Changes in Mean - Cumulative Sums

cpttype<--methods

~~ Methods for Function cpttype<- ~~

multiple.meanvar.norm

Multiple Changes in Mean and Variance - Normal Data

single.meanvar.poisson.calc

Single Change in Mean and Variance - Poisson Data

~~ Methods for Function method ~~

pen.type-methods

~~ Methods for Function pen.type ~~

Generic Function - method

data.set.ts-methods

~~ Methods for Function data.set.ts ~~

PELT.meanvar.norm

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

PELT.meanvar.poisson

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

Identifying Changes in Mean

Generic Function - pen.value

segneigh.meanvar.gamma

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

Generic Function - data.set

binseg.mean.cusum

Multiple Changes in Mean using Binary Segmentation method - Cumulative Sums

Generic Function - cpts<-

segneigh.meanvar.poisson

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

Identifying Changes in Mean and Variance

segneigh.var.css

Multiple Changes in Variance using Segment Neighbourhood method - Cumulative Sums of Squares

single.meanvar.norm

Single Change in Mean and Variance - Normal Data

Generic Function - ncpts

cpttype-methods

~~ Methods for Function cpttype ~~

PELT.meanvar.exp

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

Generic Function - param

multiple.var.norm

Multiple Changes in Variance - Normal Data

single.meanvar.norm.calc

Single Change in Mean and Variance - Normal Data

binseg.meanvar.exp

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

param.est<--methods

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

Likelihood Ratio Decision Function

single.mean.cusum.calc

Single Change in Mean - Cumulative Sums

test.stat<--methods

~~ Methods for Function test.stat<- ~~

ncpts.max<--methods

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

binseg.mean.norm

Multiple Changes in Mean using Binary Segmentation method - Normal Data

multiple.meanvar.exp

Multiple Changes in Mean and Variance - Exponential Data

multiple.meanvar.gamma

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

Generic Function - method<-

single.var.norm

Single Change in Variance - Normal Data

~~ Methods for Function ncpts ~~

~~ Methods for Function coef ~~

multiple.meanvar.poisson

Multiple Changes in Mean and Variance - Poisson Data

Generic Function - cpttype<-

distribution<--methods

~~ Methods for Function distribution<- ~~

single.meanvar.exp

Single Change in Mean and Variance - Exponential Data

segneigh.mean.cusum

Multiple Changes in Mean using Segment Neighbourhood method - Cumulative Sums

~~ Methods for Function logLik ~~

segneigh.var.norm

Multiple Changes in Variance using Segment Neighbourhood method - Normal Data

single.meanvar.gamma.calc

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

Generic Function - cpts

data.set-methods

~~ Methods for Function data.set ~~

pen.value<--methods

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

binseg.meanvar.norm

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

Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.

single.meanvar.exp.calc

Single Change in Mean and Variance - Exponential Data

likelihood-methods

~~ Methods for Function likelihood ~~

changepoint-package

Contains funcions that run various single and multiple changepoint methods

Generic Function - cpts.ts

binseg.meanvar.poisson

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

param.est-methods

~~ Methods for Function param.est ~~

Generic Function - param.est<-

~~ Methods for Function cpts<- ~~

FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012

multiple.var.css

Multiple Changes in Variance - Cumulative Sums of Squares

distribution-methods

~~ Methods for Function distribution ~~

Multiple Changes in Variance using PELT pruned method - Normal Data

method<--methods

~~ Methods for Function method<- ~~

multiple.mean.norm

Multiple Changes in Mean - Normal Data

single.meanvar.gamma

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

Multiple Changes in Mean using PELT pruned method - Normal Data

segneigh.mean.norm

Multiple Changes in Mean using Segment Neighbourhood method - Normal Data

single.var.norm.calc

Single Change in Variance - Normal Data

segneigh.meanvar.norm

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

Generic Function - pen.value<-

Generic Function - test.stat<-

data.set<--methods

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

Generic Function - pen.type

Generic Function - ncpts.max<-

Generic Function - distribution

Generic Function - param.est

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

~~ Methods for Function cpts ~~

single.mean.norm.calc

Single Change in Mean - Normal Data

Generic Function - pen.type<-

Generic Function - seg.len

G+C Content in Human Chromosome 1

single.meanvar.poisson

Single Change in Mean and Variance - Poisson Data

pen.type<--methods

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

summary-methods

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

Normalized glioblastoma profile for chromosome 13

single.mean.norm

Single Change in Mean - Normal Data

Wave data from buoy c44137

Generic Function - data.set.ts

Single Change in Variance - Cumulative Sums of Squares

Identifying Changes in Variance

Generic Function - ncpts.max

Generic Function - cpttype

pen.value-methods

~~ Methods for Function pen.value ~~

test.stat-methods

~~ Methods for Function test.stat ~~

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

segneigh.meanvar.exp

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

seg.len-methods

~~ Methods for Function seg.len ~~

single.mean.cusum

Single Change in Mean - Cumulative Sums

Generic Function - data.set<-

ncpts.max-methods

~~ Methods for Function ncpts.max ~~

Generic Function - likelihood

binseg.meanvar.gamma

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

~~ Methods for Function param ~~

Generic Function - test.stat