changepoint v2.2.2
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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 | |
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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 |
| depends | methods , R (>= 3.1) , stats , zoo (>= 0.9-1) |
| suggests | testthat |
| Contributors | Rebecca Killick, Idris Eckley, Paul Fearnhead, Kaylea Haynes, Jamie Lee |
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