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RegimeChange

0.1.1Package record

Comprehensive Regime Change Detection in Time Series

1packages depend
2.5Kdownloads / year
44.4%test coverage
13/13flavors OK

Overview

About

A unified framework for detecting regime changes (changepoints) in time series data. Implements both frequentist methods including Cumulative Sum (CUSUM, Page (1954) doi:10.1093/biomet/41.1-2.100), Pruned Exact Linear Time (PELT, Killick, Fearnhead, and Eckley (2012) doi:10.1080/01621459.2012.737745), Binary Segmentation, and Wild Binary Segmentation, as well as Bayesian methods such as Bayesian Online Changepoint Detection (BOCPD, Adams and MacKay (2007) doi:10.48550/arXiv.0710.3742 and Shiryaev-Roberts. Supports offline analysis for retrospective detection and online monitoring for real-time surveillance. Provides rigorous uncertainty quantification through confidence intervals and posterior distributions. Handles univariate and multivariate series with detection of changes in mean, variance, trend, and distributional properties.

Install

Health

CRAN checks
13OK
Slowest check: 11.1 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.1
READMEYes · 4,059 wordsVignettesYes · 3 · dynamicNEWSYes · 67% structured · does not mention 0.1.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
55includes a package overview page
Examples that run
73%19 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
Exported functions with examples
45%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
24%

Downloads

2.5K
CRAN downloads in the past year
Rank #11,689 · ~7/day · ~205/mo
Daily download trend is not available in this view yet.
33330 days
91990 days
2.5K1 year
Compare downloads with other packages →
Also on72 r2u6 autocran

Repository

1Stars
0Forks
0Open issues
0Open PRs
1Releases
3Commits
1Commit identities
changepoint-detectioncranrr-packagetime-series
3 commits · Last activity 2026-07-31 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2026-07-07 · 02026-09-19 · 1
PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/isadorenabi/regimechange on 2026-10-11.

Reproducibility and dev environment (1)
data-raw/
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)

Installing RegimeChange adds 18 packages (8 with compiled code, 14 MB of source tarballs). Heaviest: ggplot2 6.0 MB, isoband 1.5 MB, farver 1.2 MB.

Depends (1)
R >= 4.0.0
Imports (5)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
1indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (1)
Author, Maintainer since 0.1.1 (2026)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.1Latest
    2026-02-13 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-02-13
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 4.0.0
Bundled data
33 KB / 4 files
Download size
193 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RegimeChange")
Gómez Julián, J. M. (2026). RegimeChange: Comprehensive Regime Change Detection in Time Series (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.RegimeChange

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 RegimeChange version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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