FluxPoint
0.1.2Change Point Detection for Non-Stationary and Cross-Correlated Time Series
Overview
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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-2511 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 100%
- References docs
- 7%
Downloads
Dependencies
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Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest
- 0.1.12026-01-06
- RR 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
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