Methods for Changepoint Detection
Binary Segmentation - Only intended for developer use.
Methods for Changepoint Detection
Input all required arguments into cpt classes - Only intended for deve...
~~ Methods for Function coef ~~
Class "cpt"
Identifying Changes in Mean
Identifying Changes in Mean and Variance
Class "cpt.range"
Class "cpt.reg"
Identifying Changes in Regression
Identifying Changes in Variance
~~ Methods for Function cpts<- ~~
Generic Function - cpts<-
~~ Methods for Function cpts ~~
~~ Methods for Function cpts.full<- ~~
Generic Function - cpts.full<-
~~ Methods for Function cpts.full ~~
Generic Function - cpts.full
Generic Function - cpts
~~ Methods for Function cpts.ts ~~
Generic Function - cpts.ts
~~ Methods for Function cpttype<- ~~
Generic Function - cpttype
~~ Methods for Function cpttype ~~
Generic Function - cpttype
~~ Methods for Function data.set<- ~~
Generic Function - data.set<-
~~ Methods for Function data.set ~~
Generic Function - data.set
~~ Methods for Function data.set.ts ~~
Generic Function - data.set.ts
Decision Function - Only intended for developer use.
~~ Methods for Function distribution<- ~~
Generic Function - distribution<-
~~ Methods for Function distribution ~~
Generic Function - distribution
~~ Methods for Function fitted in Package `stats' ~~
~~ Methods for Function likelihood ~~
Generic Function - likelihood
~~ Methods for Function logLik ~~
~~ Methods for Function method<- ~~
Generic Function - method<-
~~ Methods for Function method ~~
Generic Function - method
~~ Methods for Function minseglen<- ~~
Generic Function - minseglen<-
~~ Methods for Function minseglen ~~
Generic Function - minseglen
~~ Methods for Function ncpts ~~
~~ Methods for Function ncpts.max<- ~~
Generic Function - ncpts.max<-
~~ Methods for Function ncpts.max ~~
Generic Function - ncpts.max
Generic Function - ncpts
~~ Methods for Function nseg ~~
Generic Function - nseg
~~ Methods for Function param ~~
~~ Methods for Function param.est<- ~~
Generic Function - param.est<-
~~ Methods for Function param.est ~~
Generic Function - param.est
Generic Function - param
PELT (Pruned Exact Linear Time) - Only intended for developer use.
~~ Methods for Function pen.type<- ~~
Generic Function - pen.type<-
~~ Methods for Function pen.type ~~
Generic Function - pen.type
~~ Methods for Function pen.value<- ~~
Generic Function - pen.value
~~ Methods for Function pen.value ~~
~~ Methods for Function pen.value.full<- ~~
Generic Function - pen.value.full<-
~~ Methods for Function pen.value.full ~~
Generic Function - pen.value.full
Generic Function - pen.value
Penalty Decision Function - Only intended for developer use.
~~ Methods for Function plot in Package `graphics' ~~
~~ Methods for Function residuals in Package `stats' ~~
~~ Methods for Function seg.len ~~
Generic Function - seg.len
~~ Methods for Function print in Package `base' ~~
~~ Methods for Function summary in Package `base' ~~
~~ Methods for Function test.stat<- ~~
Generic Function - test.stat<-
~~ Methods for Function test.stat ~~
Generic Function - test.stat
Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.