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changepoint

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 (88)

BINSEG

Binary Segmentation - Only intended for developer use.

HC1

G+C Content in Human Chromosome 1

Lai2005fig3

Normalized glioblastoma profile for chromosome 13

Lai2005fig4

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

PELT

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

changepoint-package

Methods for Changepoint Detection

class_input

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

coef-methods

~~ Methods for Function coef ~~

cpt-class

Class "cpt"

cpt.mean

Identifying Changes in Mean

cpt.meanvar

Identifying Changes in Mean and Variance

cpt.range-class

Class "cpt.range"

cpt.reg-class

Class "cpt.reg"

cpt.var

Identifying Changes in Variance

cpts

Generic Function - cpts

cpts-

Generic Function - cpts<-

cpts--methods

~~ Methods for Function cpts<- ~~

cpts-methods

~~ Methods for Function cpts ~~

cpts.full

Generic Function - cpts.full

cpts.full-

Generic Function - cpts.full<-

cpts.full--methods

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

cpts.full-methods

~~ Methods for Function cpts.full ~~

cpts.ts

Generic Function - cpts.ts

cpts.ts-methods

~~ Methods for Function cpts.ts ~~

cpttype

Generic Function - cpttype

cpttype-

Generic Function - cpttype

cpttype--methods

~~ Methods for Function cpttype<- ~~

cpttype-methods

~~ Methods for Function cpttype ~~

data.set

Generic Function - data.set

data.set-

Generic Function - data.set<-

data.set--methods

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

data.set-methods

~~ Methods for Function data.set ~~

data.set.ts

Generic Function - data.set.ts

data.set.ts-methods

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

decision

Decision Function - Only intended for developer use.

distribution

Generic Function - distribution

distribution-

Generic Function - distribution<-

distribution--methods

~~ Methods for Function distribution<- ~~

distribution-methods

~~ Methods for Function distribution ~~

ftse100

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

likelihood

Generic Function - likelihood

likelihood-methods

~~ Methods for Function likelihood ~~

logLik-methods

~~ Methods for Function logLik ~~

method

Generic Function - method

method-

Generic Function - method<-

method--methods

~~ Methods for Function method<- ~~

method-methods

~~ Methods for Function method ~~

minseglen

Generic Function - minseglen

minseglen-

Generic Function - minseglen<-

minseglen--methods

~~ Methods for Function minseglen<- ~~

minseglen-methods

~~ Methods for Function minseglen ~~

ncpts

Generic Function - ncpts

ncpts-methods

~~ Methods for Function ncpts ~~

ncpts.max

Generic Function - ncpts.max

ncpts.max-

Generic Function - ncpts.max<-

ncpts.max--methods

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

ncpts.max-methods

~~ Methods for Function ncpts.max ~~

nseg

Generic Function - nseg

nseg-methods

~~ Methods for Function nseg ~~

param

Generic Function - param

param-methods

~~ Methods for Function param ~~

param.est

Generic Function - param.est

param.est-

Generic Function - param.est<-

param.est--methods

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

param.est-methods

~~ Methods for Function param.est ~~

pen.type

Generic Function - pen.type

pen.type-

Generic Function - pen.type<-

pen.type--methods

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

pen.type-methods

~~ Methods for Function pen.type ~~

pen.value

Generic Function - pen.value

pen.value-

Generic Function - pen.value

pen.value--methods

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

pen.value-methods

~~ Methods for Function pen.value ~~

pen.value.full

Generic Function - pen.value.full

pen.value.full-

Generic Function - pen.value.full<-

pen.value.full--methods

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

pen.value.full-methods

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

penalty_decision

Penalty Decision Function - Only intended for developer use.

plot-methods

~~ Methods for Function plot in Package ‘graphics’ ~~

seg.len

Generic Function - seg.len

seg.len-methods

~~ Methods for Function seg.len ~~

show-methods

~~ Methods for Function print in Package ‘base’ ~~

summary-methods

~~ Methods for Function summary in Package ‘base’ ~~

test.stat

Generic Function - test.stat

test.stat-

Generic Function - test.stat<-

test.stat--methods

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

test.stat-methods

~~ Methods for Function test.stat ~~

wave.c44137

Wave data from buoy c44137

changepoint

Methods for Changepoint Detection

v2.2.2

GPL

Authors

Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]

Initial release

2016-10-04

changepoint

Functions (88)

changepoint

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