KWCChangepoint0.2.3 package

Robust Changepoint Detection for Functional and Multivariate Data

Detect and test for changes in covariance structures of functional data, as well as changepoint detection for multivariate data more generally. Method for detecting non-stationarity in resting state functional Magnetic Resonance Imaging (fMRI) scans as seen in Ramsay, K., & Chenouri, S. (2025) <doi:10.1080/10485252.2025.2503891> is implemented in fmri_changepoints(). Also includes depth- and rank-based implementation of the wild binary segmentation algorithm for detecting multiple changepoints in multivariate data.

  • Maintainer: Adeeb Rouhani
  • License: MIT + file LICENSE
  • Last published: 2025-11-26