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> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/HaotianXu/changepoints |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | changepoints results |
| Reference manual: | changepoints.pdf |
| Vignettes: |
example_VAR example_univariate_mean |
| Package source: | changepoints_1.1.0.tar.gz |
| Windows binaries: | r-devel: changepoints_1.1.0.zip, r-release: changepoints_1.1.0.zip, r-oldrel: changepoints_1.1.0.zip |
| macOS binaries: | r-release (arm64): changepoints_1.1.0.tgz, r-oldrel (arm64): changepoints_1.1.0.tgz, r-release (x86_64): changepoints_1.1.0.tgz, r-oldrel (x86_64): changepoints_1.1.0.tgz |
| Old sources: | changepoints archive |
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