Changepoint Analysis using Censored Time Series Data
Overview
To detect the changepoint, this package uses most recent changepoint, double cumulative sum binary segmentation, multiple changepoints in multivariate time series, analyzing each series in the panel independently, and analyzing aggregated data methods. This package is useful to simulate censored time series to detect the most recent changepoint in censored panel data as well as to assess prediction accuracy.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 23
- Examples that run
- 100%23 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 87%
- Return-value docs
- 100%
- Help pages citing references
- 22% with Rdpack citation macros
Downloads
Dependencies
Code & Tests
Datasets
People & History
Maintainer since 0.1.0 (2019)
- RR 4.1.0 released · 2021-05-18
- archivedRemoved from CRAN2020-11-26depends on archived package 'cents'
- RR 4.0.0 released · 2020-04-24
- 0.1.02019-08-02
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-08-02
- Total releases
- 1 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 64 KB / 1 file
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("cpcens")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.
From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.