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changepoint (version 2.2.3)

Methods for Changepoint Detection

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

2.2.3

License

GPL

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Repository

https://github.com/rkillick/changepoint/

Maintainer

Rebecca Killick

Last Published

March 14th, 2022

Functions in changepoint (2.2.3)

Normalized glioblastoma profile for chromosome 13

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

Binary Segmentation - Only intended for developer use.

~~ Methods for Function coef ~~

PELT (Pruned Exact Linear Time) - Only intended for developer use.

Identifying Changes in Mean

G+C Content in Human Chromosome 1

changepoint-package

Methods for Changepoint Detection

Input all required arguments into cpt classes - Only intended for developer use.

cpts.full<--methods

~~ Methods for Function cpts.full<- ~~

Class "cpt.reg"

Identifying Changes in Variance

Generic Function - cpttype

Generic Function - cpts.full<-

cpttype<--methods

~~ Methods for Function cpttype<- ~~

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

Generic Function - distribution

minseglen<--methods

~~ Methods for Function minseglen<- ~~

Generic Function - method

cpttype-methods

~~ Methods for Function cpttype ~~

Generic Function - distribution<-

distribution-methods

~~ Methods for Function distribution ~~

Generic Function - minseglen<-

Generic Function - cpttype

cpt.range-class

Class "cpt.range"

cpts.ts-methods

~~ Methods for Function cpts.ts ~~

Identifying Changes in Mean and Variance

Generic Function - param.est<-

Generic Function - nseg

pen.value.full-methods

~~ Methods for Function pen.value.full ~~

pen.value.full<-

Generic Function - pen.value.full<-

param.est-methods

~~ Methods for Function param.est ~~

~~ Methods for Function param ~~

data.set-methods

~~ Methods for Function data.set ~~

cpts.full-methods

~~ Methods for Function cpts.full ~~

Generic Function - method<-

~~ Methods for Function cpts ~~

minseglen-methods

~~ Methods for Function minseglen ~~

Generic Function - cpts.full

Generic Function - cpts

Generic Function - data.set

Generic Function - ncpts.max<-

ncpts.max-methods

~~ Methods for Function ncpts.max ~~

~~ Methods for Function cpts<- ~~

Generic Function - cpts<-

ncpts.max<--methods

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

Generic Function - ncpts

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

~~ Methods for Function nseg ~~

~~ Methods for Function method ~~

Generic Function - param

Generic Function - pen.type<-

Decision Function - Only intended for developer use.

Generic Function - ncpts.max

seg.len-methods

~~ Methods for Function seg.len ~~

pen.type-methods

~~ Methods for Function pen.type ~~

Generic Function - data.set<-

Generic Function - pen.value.full

likelihood-methods

~~ Methods for Function likelihood ~~

summary-methods

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

distribution<--methods

~~ Methods for Function distribution<- ~~

data.set<--methods

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

param.est<--methods

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

Generic Function - cpts.ts

penalty_decision

Penalty Decision Function - Only intended for developer use.

Generic Function - test.stat

Wave data from buoy c44137

Generic Function - pen.type

method<--methods

~~ Methods for Function method<- ~~

Generic Function - data.set.ts

data.set.ts-methods

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

test.stat<--methods

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

~~ Methods for Function logLik ~~

Generic Function - likelihood

Generic Function - minseglen

pen.value<--methods

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

~~ Methods for Function ncpts ~~

Generic Function - pen.value

pen.value-methods

~~ Methods for Function pen.value ~~

pen.type<--methods

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

Generic Function - param.est

pen.value.full<--methods

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

test.stat-methods

~~ Methods for Function test.stat ~~

Generic Function - pen.value

Generic Function - test.stat<-

Generic Function - seg.len

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