fastcpd0.14.6 package

Find change points efficiently in AR($p$) models

Find change points efficiently in ARIMA($p$, $d$, $q$) models

Find change points efficiently in ARMA($p$, $q$) models

Find change points efficiently in logistic regression models

Wrapper functions for fastcpd

Find change points efficiently in GARCH($p$, $q$) models

Find change points efficiently in penalized linear regression models

Find change points efficiently in linear regression models

Find change points efficiently in mean change models

Find change points efficiently in mean variance change models

Find change points efficiently in Poisson regression models

Find change points efficiently in time series data

Find change points efficiently in VAR($p$) models

Find change points efficiently in variance change models

An S4 class to store the output created with fastcpd()

Find change points efficiently

Plot the data and the change points for a fastcpd object

Print the call and the change points for a fastcpd object

Show the available methods for a fastcpd object

Show the summary of a fastcpd object

Variance estimation for ARMA model with change points

Variance estimation for linear models with change points

Variance estimation for mean change models

Variance estimation for median change models