changepoints: A Collection of Change-Point Detection Methods
Performs a series of offline and/or online change-point detection algorithms for 1) univariate mean: <doi:10.1214/20-EJS1710>, <doi:10.48550/arXiv.2006.03283>; 2) univariate polynomials: <doi:10.1214/21-EJS1963>; 3) univariate and multivariate nonparametric settings: <doi:10.1214/21-EJS1809>, <doi:10.1109/TIT.2021.3130330>; 4) high-dimensional covariances: <doi:10.3150/20-BEJ1249>; 5) high-dimensional networks with and without missing values: <doi:10.1214/20-AOS1953>, <doi:10.48550/arXiv.2101.05477>, <doi:10.48550/arXiv.2110.06450>; 6) high-dimensional linear regression models: <doi:10.48550/arXiv.2010.10410>, <doi:10.48550/arXiv.2207.12453>; 7) high-dimensional vector autoregressive models: <doi:10.48550/arXiv.1909.06359>; 8) high-dimensional self exciting point processes: <doi:10.48550/arXiv.2006.03572>; 9) dependent dynamic nonparametric random dot product graphs: <doi:10.48550/arXiv.1911.07494>; 10) univariate mean against adversarial attacks: <doi:10.48550/arXiv.2105.10417>.
| Version: |
1.1.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
stats, gglasso, glmnet, ks, MASS, data.tree, Rcpp |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, abind, DiagrammeR, rmarkdown |
| Published: |
2022-09-04 |
| DOI: |
10.32614/CRAN.package.changepoints |
| Author: |
Haotian Xu [aut, cre],
Oscar Padilla [aut],
Daren Wang [aut],
Mengchu Li [aut],
Qin Wen [ctb] |
| Maintainer: |
Haotian Xu <haotian.xu at uclouvain.be> [email to maintainer is undeliverable] |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/HaotianXu/changepoints |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
changepoints results |
Documentation:
Downloads:
Reverse dependencies:
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