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: , ; 2) univariate polynomials: ; 3) univariate and multivariate nonparametric settings: , ; 4) high-dimensional covariances: ; 5) high-dimensional networks with and without missing values: , , ; 6) high-dimensional linear regression models: , ; 7) high-dimensional vector autoregressive models: ; 8) high-dimensional self exciting point processes: ; 9) dependent dynamic nonparametric random dot product graphs: ; 10) univariate mean against adversarial attacks: .

  • Version1.1.0
  • R version≥ 3.5.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release09/04/2022

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  • Depends1 package
  • Imports7 packages
  • Suggests4 packages
  • Linking To2 packages