Learn R Programming

fChange

fChange is an R package focused on change point and functional analysis for functional time series. The package contains functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions.

We recommend examining the package website for details and examples.

Installation

You can install the release version of the package on CRAN:

install.packages('fChange')

You can also install the development version of fChange from GitHub with:

# install.packages("devtools")
devtools::install_github("jrvanderdoes/fChange")

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Version

Install

install.packages('fChange')

Monthly Downloads

490

Version

2.1.0

License

GPL (>= 3)

Maintainer

Jeremy VanderDoes

Last Published

June 21st, 2025

Functions in fChange (2.1.0)

dfts

dfts Objects
kernels

Kernel Functions
impute

Functional Imputation
generate_data

Generate Functional Data
generate_ornstein_uhlenbeck

Generate Data via Ornstein-Uhlenbeck Process
diff.dfts

Difference dfts
dim.dfts

Dimension of dfts Object
generate_karhunen_loeve

Generate functional data
kpss_test

Functional KPSS Test
minmax

Max / Min for dfts Objects
long_run_covariance

Estimate Long-run Covariance Kernel
portmanteau_tests

Functional Hypothesis Tests for Functional Data
plot.dfts

Plot dfts objects
%>%

Pipe operator
projection_model

Projection-based functional data model
summary.dfts

Summary for dfts Object
pca_examination

Principal Component Exploration
generate_far1

Generate FAR(1) Data
print.dfts

Print dfts objects
lag.dfts

Lag dfts objects
temperature

Australian Temperature Data
pca_components

Functional PCA Components
pca

Generic Function for Principal Component Analysis
stat_3D

Draw 3D Geoms for ggplot2
qqplot

QQ Plot Generic Function
quantile.dfts

Quantile dfts
sacf

Functional Spherical Autocorrelation Function
rates

US Yield Curves
[.dfts

Extract or Replace parts of dfts object
stationarity_test

Functional Stationarity Test
electricity

Spanish Spot Electricity Data
sdvar

Generic Function for Variance and Standard Deviation Computation
space_measuring_functions

Compute Spacing Measuring Functions
acf

ACF/PACF Functions
cidr

Compute (Overnight) Cumulative Intraday Returns
cancer

Breast Cancer
autocorrelation

Estimate the autocorrelation function of the series
average

Average Functions for dfts Objects
adaptive_bandwidth

Adaptive_bandwidth
autocovariance

Estimate the autocovariance function of the series
center

Generic Centering of Data
confidence_interval

Change Point Confidence Intervals
generate_brownian_motion

Generate a Brownian Motion Process
fchange

Change Point Detection
generate_brownian_bridge

Generate a Brownian Bridge Process
SPYUS500

S&P 500 Index Data
fChange-package

General Information for fChange
dfts_group

Group Generic Functions