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.

Documentation

Manual: changepoint.pdf
Vignette: None available.

Maintainer: Rebecca Killick <r.killick at lancs.ac.uk>

Author(s): Rebecca Killick*, Kaylea Haynes*, Idris Eckley*, Paul Fearnhead*, Jamie Lee*

Install package and any missing dependencies by running this line in your R console:

install.packages("changepoint")

Depends R(>= 3.1), methods, stats, zoo(>=0.9-1)
Imports
Suggests testthat
Enhances
Linking to
Reverse
depends
changepoint.np, EnvCpt
Reverse
imports
AEDForecasting, FlowScreen, GeoLight, MPAgenomics, msltrend, rtimicropem
Reverse
suggests
cycleRtools, ecolottery, ggfortify
Reverse
enhances
Reverse
linking to

Package changepoint
Materials
URL https://github.com/rkillick/changepoint/
Task Views TimeSeries
Version 2.2.2
Published 2016-10-04
License GPL
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks changepoint check results
Package source changepoint_2.2.2.tar.gz