cpop
Detection of Multiple Changes in Slope in Univariate Time-Series
Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2019) doi:10.1080/10618600.2018.1512868. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope. Further information regarding the use of this package with detailed examples can be found in Fearnhead and Grose (2024) doi:10.18637/jss.v109.i07.
- Version1.0.7
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- cpop citation info
- Last release05/28/2024
Documentation
Team
Daniel Grose
Paul Fearnhead
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Last 30 days
This package has been downloaded 584 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.
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Last 365 days
This package has been downloaded 7,930 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Apr 12, 2025 with 80 downloads.
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Dependencies
- Depends2 packages
- Imports5 packages
- Suggests1 package
- Linking To1 package