changepoint v2.2.2

0

Monthly downloads

0th

Percentile

Methods for Changepoint Detection

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.

Functions in changepoint

Name Description
coef-methods ~~ Methods for Function coef ~~
distribution<--methods ~~ Methods for Function distribution
likelihood Generic Function - likelihood
logLik-methods ~~ Methods for Function logLik ~~
ncpts-methods ~~ Methods for Function ncpts ~~
ncpts Generic Function - ncpts
ncpts.max-methods ~~ Methods for Function ncpts.max ~~
ncpts.max Generic Function - ncpts.max
pen.value<- Generic Function - pen.value
pen.value-methods ~~ Methods for Function pen.value ~~
seg.len Generic Function - seg.len
show-methods ~~ Methods for Function print in Package `base' ~~
class_input Input all required arguments into cpt classes - Only intended for developer use.
cpts-methods ~~ Methods for Function cpts ~~
decision Decision Function - Only intended for developer use.
cpts.full<--methods ~~ Methods for Function cpts.full
cpt-class Class "cpt"
cpts.ts-methods ~~ Methods for Function cpts.ts ~~
cpt.mean Identifying Changes in Mean
cpts.ts Generic Function - cpts.ts
cpttype<--methods ~~ Methods for Function cpttype
cpttype<- Generic Function - cpttype
distribution Generic Function - distribution
ftse100 FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012
minseglen<--methods ~~ Methods for Function minseglen
nseg-methods ~~ Methods for Function nseg ~~
minseglen<- Generic Function - minseglen
nseg Generic Function - nseg
param.est Generic Function - param.est
param Generic Function - param
pen.value.full<--methods ~~ Methods for Function pen.value.full
summary-methods ~~ Methods for Function summary in Package `base' ~~
pen.value.full<- Generic Function - pen.value.full
test.stat<--methods ~~ Methods for Function test.stat
cpts<--methods ~~ Methods for Function cpts
cpts<- Generic Function - cpts
data.set Generic Function - data.set
data.set.ts Generic Function - data.set.ts
method<--methods ~~ Methods for Function method
method<- Generic Function - method
PELT PELT (Pruned Exact Linear Time) - Only intended for developer use.
pen.type<--methods ~~ Methods for Function pen.type
pen.value Generic Function - pen.value
penalty_decision Penalty Decision Function - Only intended for developer use.
cpt.reg-class Class "cpt.reg"
cpt.var Identifying Changes in Variance
cpttype-methods ~~ Methods for Function cpttype ~~
HC1 G+C Content in Human Chromosome 1
cpttype Generic Function - cpttype
Lai2005fig3 Normalized glioblastoma profile for chromosome 13
method-methods ~~ Methods for Function method ~~
method Generic Function - method
ncpts.max<--methods ~~ Methods for Function ncpts.max
ncpts.max<- Generic Function - ncpts.max
pen.value<--methods ~~ Methods for Function pen.value
pen.type Generic Function - pen.type
pen.value.full-methods ~~ Methods for Function pen.value.full ~~
pen.value.full Generic Function - pen.value.full
BINSEG Binary Segmentation - Only intended for developer use.
changepoint-package Methods for Changepoint Detection
cpts.full Generic Function - cpts.full
cpts Generic Function - cpts
data.set<- Generic Function - data.set
data.set<--methods ~~ Methods for Function data.set
distribution-methods ~~ Methods for Function distribution ~~
distribution<- Generic Function - distribution
param.est<- Generic Function - param.est
param.est-methods ~~ Methods for Function param.est ~~
test.stat<- Generic Function - test.stat
test.stat-methods ~~ Methods for Function test.stat ~~
cpt.meanvar Identifying Changes in Mean and Variance
cpts.full<- Generic Function - cpts.full
cpt.range-class Class "cpt.range"
cpts.full-methods ~~ Methods for Function cpts.full ~~
Lai2005fig4 Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.
likelihood-methods ~~ Methods for Function likelihood ~~
minseglen Generic Function - minseglen
minseglen-methods ~~ Methods for Function minseglen ~~
param.est<--methods ~~ Methods for Function param.est
param-methods ~~ Methods for Function param ~~
pen.type<- Generic Function - pen.type
plot-methods ~~ Methods for Function plot in Package `graphics' ~~
pen.type-methods ~~ Methods for Function pen.type ~~
seg.len-methods ~~ Methods for Function seg.len ~~
test.stat Generic Function - test.stat
wave.c44137 Wave data from buoy c44137
No Results!

Last month downloads

Details

Type Package
Date 2016-10-04
BugReports
URL https://github.com/rkillick/changepoint/
License GPL
LazyLoad yes
Packaged 2016-10-04 14:31:26 UTC; killick
NeedsCompilation yes
Repository CRAN
Date/Publication 2016-10-04 17:08:03

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/changepoint)](http://www.rdocumentation.org/packages/changepoint)