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changepoint

Methods for Changepoint Detection

v2.3 · Nov 4, 2024 · GPL

Description

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.

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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (32)

Dependency Network

Dependencies Reverse dependencies zoo EnvCpt GENEAclassify changepoint.geo changepoint.influence changepoint.np AEDForecasting FlowScreen GENEAcore OPTS PCDimension PCRedux PCpluS RtsEva STOPES StructuralDecompose +17 more reverse deps changepoint

Version History

new 2.3 Mar 10, 2026
updated 2.3 ← 2.2.4 diff Nov 3, 2024
updated 2.2.4 ← 2.2.3 diff Nov 2, 2022
updated 2.2.3 ← 2.2.2 diff Mar 13, 2022
updated 2.2.2 ← 2.2.1 diff Oct 3, 2016
updated 2.2.1 ← 2.2 diff Feb 25, 2016
updated 2.2 ← 2.1.1 diff Nov 8, 2015
updated 2.1.1 ← 2.0.1 diff Sep 30, 2015
updated 2.0.1 ← 1.1.5 diff Jul 26, 2015
updated 1.1.5 ← 1.1.3 diff Jun 24, 2014
updated 1.1.3 ← 1.1.2 diff Jun 12, 2014
updated 1.1.2 ← 1.1.1 diff Mar 26, 2014
updated 1.1.1 ← 1.1 diff Feb 16, 2014
updated 1.1 ← 1.0.6 diff Jun 19, 2013
updated 1.0.6 ← 1.0.5 diff Jun 7, 2013
updated 1.0.5 ← 1.0.4 diff Mar 6, 2013
updated 1.0.4 ← 1.0.3 diff Feb 24, 2013
updated 1.0.3 ← 1.0 diff Jan 31, 2013
updated 1.0 ← 0.8 diff Jan 7, 2013
updated 0.8 ← 0.7 diff Sep 25, 2012