Package: cpss 0.0.3

cpss: Change-Point Detection by Sample-Splitting Methods

Implements multiple change searching algorithms for a variety of frequently considered parametric change-point models. In particular, it integrates a criterion proposed by Zou, Wang and Li (2020) <doi:10.1214/19-AOS1814> to select the number of change-points in a data-driven fashion. Moreover, it also provides interfaces for user-customized change-point models with one's own cost function and parameter estimation routine. It is easy to get started with the cpss.* set of functions by accessing their documentation pages (e.g., ?cpss).

Authors:Guanghui Wang [aut, cre], Changliang Zou [aut]

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cpss.pdf |cpss.html✨
cpss/json (API)
NEWS

# Install 'cpss' in R:
install.packages('cpss', repos = c('https://ghwang-nk.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ghwang-nk/cpss/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • well - Well-log data

On CRAN:

2.70 score 1 stars 4 scripts 234 downloads 36 exports 44 dependencies

Last updated 2 years agofrom:3aa43181f7. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-win-x86_64NOTEOct 26 2024
R-4.5-linux-x86_64NOTEOct 26 2024
R-4.4-win-x86_64NOTEOct 26 2024
R-4.4-mac-x86_64NOTEOct 26 2024
R-4.4-mac-aarch64NOTEOct 26 2024
R-4.3-win-x86_64NOTEOct 26 2024
R-4.3-mac-x86_64NOTEOct 26 2024
R-4.3-mac-aarch64NOTEOct 26 2024

Exports:%>%algoalgo_param_dimalgo_param_dim<-algo<-coefcpscps<-cpss.customcpss.emcpss.glmcpss.lmcpss.meancpss.meanvarcpss.vardatdat<-mdlmdl<-ncpsncps<-paramsparams<-pelt_penpelt_pen<-plotS_valsS_vals<-SCSC_valsSC_vals<-SC<-summaryupdateupdate_inputsupdate_inputs<-

Dependencies:clicolorspacecpp11dplyrfansifarvergenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmepillarpkgconfigpurrrR6RColorBrewerRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfastrlangscalesstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Generic functions and methods: algoalgo algo,cpss-method algo<- algo<-,cpss-method
Generic functions and methods: algo_param_dimalgo_param_dim algo_param_dim,cpss-method algo_param_dim<- algo_param_dim<-,cpss-method
coef methodcoef,cpss-method
Generic functions and methods: cpscps cps,cpss-method cps<- cps<-,cpss-method
cpss: Change-Point Detection by Sample-Splitting Methodscpss
cpss: an S4 class which collects data and information required for further change-point analyses and summariescpss-class
Detecting changes in uers-customized modelscpss.custom
Detecting changes in exponential familycpss.em
Detecting changes in GLMscpss.glm
Detecting changes in linear modelscpss.lm
Detecting changes in meancpss.mean
Detecting changes in mean and (co)variancecpss.meanvar
Detecting changes in (co)variancecpss.var
Generic functions and methods: datdat dat,cpss-method dat<- dat<-,cpss-method
Generic functions and methods: mdlmdl mdl,cpss-method mdl<- mdl<-,cpss-method
Generic functions and methods: ncpsncps ncps,cpss-method ncps<- ncps<-,cpss-method
Generic functions and methods: paramsparams params,cpss-method params<- params<-,cpss-method
Generic functions and methods: pelt_penpelt_pen pelt_pen,cpss-method pelt_pen<- pelt_pen<-,cpss-method
plot methodplot,cpss-method
Generic functions and methods: S_valsS_vals S_vals,cpss-method S_vals<- S_vals<-,cpss-method
Generic functions and methods: SCSC SC,cpss-method SC<- SC<-,cpss-method
Generic functions and methods: SC_valsSC_vals SC_vals,cpss-method SC_vals<- SC_vals<-,cpss-method
summary methodsummary,cpss-method
Generic functions and methods: update_inputsupdate_inputs update_inputs,cpss-method update_inputs<- update_inputs<-,cpss-method
update methodupdate,cpss-method
Well-log datawell