changepoints

A Collection of Change-Point Detection Methods

CRAN Package

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.


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