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FluxPoint

0.1.2

Change Point Detection for Non-Stationary and Cross-Correlated Time Series

0packages depend
1.5Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Yuhan TianFirst published 2026-01-062 releasesCRAN page ↗

Implements methods for multiple change point detection in multivariate time series with non-stationary dynamics and cross-correlations. The methodology is based on a model in which each component has a fluctuating mean represented by a random walk with occasional abrupt shifts, combined with a stationary vector autoregressive structure to capture temporal and cross-sectional dependence. The framework is broadly applicable to correlated multivariate sequences in which large, sudden shifts occur in all or subsets of components and are the primary targets of interest, whereas small, smooth fluctuations are not. Although random walks are used as a modeling device, they provide a flexible approximation for a wide class of slowly varying or locally smooth dynamics, enabling robust performance beyond the strict random walk setting.

Install

Health

CRAN checks
13OK
Slowest check: 2.7 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
10
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-05-02
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-25
    11 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
95%
Return-value docs
100%
References docs
7%

Downloads

1.5K
CRAN downloads in the past year
Rank #21,794 · ~4/day · ~123/mo
Daily download trend is not available in this view yet.
13730 days
50290 days
1.5K1 year
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Also on301 r2u25 autocran

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)
Depends (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.2Latest
    2026-01-10 · current release · diff ↗
  • 0.1.1
    2026-01-06
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-01-06
Total releases
2 / 1 yrs
License
GPL-2 OSI
Download size
33 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FluxPoint")
Tian, Y., & Safikhani, A. (2026). FluxPoint: Change Point Detection for Non-Stationary and Cross-Correlated Time Series (Version 0.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.FluxPoint

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for FluxPoint version 0.1.2 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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