Functional Change Point Detection and Analysis
Overview
Analyze functional data and its change points. Includes functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions. For more details see chapter 8 of Horvath and Rice (2024) doi:10.1007/978-3-031-51609-2. Additional papers are forthcoming. Focused works are also included in the documentation of corresponding functions.
- Create more stable package so that further updates will be more precise
- Forecasting bounds and options
- Add Seasonality to dfts rather than functions
- CIDR and OCIDR inclusion
- Fix PCA calculations and when only 1 dimension is used
- Changes for the workshop article
- Update tests for dependency package updates
- Clean-up documentation
- Squashing many bugs
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-11
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- WARNING12 OK, 1 WARNING2026-05-10
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-04-10
- ERROR13 OK, 1 ERROR2026-04-09
- OK14 OK2026-03-10
Documentation
The repository also keeps web-only articles.
- Help pages
- 48 (2 internal)includes a package overview page
- Examples that run
- 100%41 run in a plain check
- Exported functions with examples
- 97%
- Documented parameters
- 95%
- Return-value docs
- 100%
- Help pages citing references
- 27%
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 5
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Releases over time
Issues over time
PRs over time
11 development-tooling and community-health practices detected across 6 families in the upstream repository
Checks run against github.com/jrvanderdoes/fchange on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2025-06-21 · The repository has a site deploy workflow
pkgdown site last built 2025-06-21
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Dependencies
Installing fChange adds 160 packages (88 with compiled code, 132 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
Previously maintained by Ozan Sonmez (0.1.0 to 0.2.1).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.1.0Latest
- RR 4.5.0 released · 2025-04-11
- unarchivedReturned to CRAN2025-03-27
- 2.0.02025-03-27 · diff ↗ ·
removed 18 exports
Conf_int, Cov_test, LongRun, LongRunCovMatrix, center_data, change_FF, change_fPCA, eval_component, eval_joint, fun_AR, fun_IID, fun_MA, fun_heavy_tailed, insert_change, opt_bandwidth, partial_cov, pick_dim, trace_changeadded 38 exports
%>%, acf, adaptive_bandwidth, as.dfts, autocorrelation, autocovariance, bartlett_kernel, center, confidence_interval, daniell_kernel, dfts, fchange, flat_top_kernel, generate_brownian_bridge, generate_brownian_motion, generate_data, generate_far1, generate_karhunen_loeve, generate_ornstein_uhlenbeck, impute, is.dfts, kpss_test, long_run_covariance, pacf, parzen_kernel, pca, pca_examination, portmanteau_tests, projection_model, qqplot and 8 more - RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2020-03-07check problems were not corrected despite reminders
- RR 3.6.0 released · 2019-04-26
- 0.2.12019-02-24 · diff ↗
- 0.2.02018-11-26 · diff ↗ ·
added 6 exports
Cov_test, LongRunCovMatrix, eval_component, eval_joint, partial_cov, trace_change - RR 3.5.0 released · 2018-04-23
- 0.1.02017-07-29
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- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-07-29
- Total releases
- 5 / 9 yrs
- License
- GPL (>= 3) OSI · relicensed from MIT + file LICENSE in 2.0.0
- Minimum R
- ≥ 2.10
- Bundled data
- 675 KB / 5 files
- Download size
- 809 KB
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