R Observatory: Metrics for fastcpd version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fastcpd

1.0.0

Fast Change Point Detection via Sequential Gradient Descent

0packages dependsuggested by 2

8.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Xingchi LiCRAN page ↗GitHub ↗Website ↗Issues ↗

Implements fast change point detection algorithm based on the paper "Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis" by Xianyang Zhang, Trisha Dawn https://proceedings.mlr.press/v206/zhang23b.html. The algorithm is based on dynamic programming with pruning and sequential gradient descent. See Li and Zhang (2026) doi:10.18637/jss.v116.i06 for details.

Changes in 1.0.0

Add exponential family (fastcpd_exponential / fastcpd.exponential) for piecewise-constant rate change detection in exponentially distributed data.
Add support for compiled C++ cost functions via Rcpp::XPtr in family = "custom", eliminating R-call overhead in the hot PELT/SeGD loop. All three parameters (cost, cost_gradient, cost_hessian) accept tagged external pointers alongside R closures; arity is conveyed via attr(xptr, "fastcpd_cost_arity").
Remove bundled third-party source files (ref_fastglm_*, ref_tseries*); GLM and GARCH fitting now uses internal implementations (FitGlm, FitGarch) with no external source copies.
Move fastcpd_impl.h from inst/include/ to src/; remove inst/include/ directory entirely.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("fastcpd", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("doccstat/fastcpd")

Development version from doccstat/fastcpd. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fastcpd

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fastcpd

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fastcpd

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 19.7 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-05-02
NOTE11 OK, 3 NOTE2026-04-22
ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18

Show 1 earlier changeHide 1 earlier change

NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.0

READMEYes · 447 wordsVignettesYes · 6 · staticNEWSYes · 67% structured · mentions 1.0.0Citation fileYes · cites a publicationWebsiteYes

Cites a JSS article

Help pages: 30 (1 internal)
Examples that run: 67%16 run in a plain check (7 of them under a condition) · 8 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (6)

Advanced examples HTML
Comparison with other R packages HTML
Comparison with vanilla PELT HTML
Custom logistic regression model HTML
Exploration during development HTML
Time Complexity Analysis in fastcpd HTML

How these are measured

Downloads

8.2K

CRAN downloads in the past year

Rank #5,023 · ~22/day · ~680/mo

Releases R versions

Daily download trend is not available in this view yet.

63130 days

1.6K90 days

8.2K1 year

Compare downloads with other packages →

Also on451 r2u7 autocran60 c2d4u

How downloads are counted

Repository

doccstat/fastcpd ↗Account: doccstat

121Stars

1Forks

1Open issues

0Open PRs

19Releases

828Commits

2Commit identities

change-point-detectionrstatisticstime-seriescustom-functiongradient-descentlassolinear-regression

License file reads as Apache-2.0 · 828 commits · Last activity 2026-10-17 · +404.2% stars, 30d · Default branch at 1.3.1, ahead of CRAN 1.0.0 (checked 2026-10-11)

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 20
Median days to close, 50 most recently updated closed PRs: 1

Stars over time

2025-10-04 · 242026-10-08 · 121

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/doccstat/fastcpd on 2026-10-11.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (1)

Issue templates

Docs source (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-10-04 · The repository has a site deploy workflow

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

15 external dependencies (excludes base and recommended)

Installing fastcpd adds 36 packages (16 with compiled code, 16 MB of source tarballs). Heaviest: glmnet 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (1)

R >= 2.10

Imports (5)

glmnetMatrixmethodsRcppstats

LinkingTo (4)

progress Rcpp RcppArmadillo testthat

Suggests (9)

ggplot2 gridExtra knitr matrixStats mvtnorm RcppArmadillo rmarkdown testthat xml2

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 2

Suggests, most downloaded first

ggchangepoint TemporalModelR

How these are counted

Code & Tests

Datasets

People & History

People (2)

Xingchi Li

Xianyang Zhang

Author, Copyright holder

Listed in earlier versions (1)

Trisha Dawn

no longer listed · 0.6.2 to 0.12.2

Releases (19)

Pick two releases to compare their code metrics.

1.0.0Latest
record
2026-06-16 · current release · diff ↗ ·
added 2 exports
fastcpd.exponential, fastcpd_exponential
R
R 4.6.0 released · 2026-04-24
0.16.2
record
2025-04-25 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.16.1
record
2025-03-21 · diff ↗
0.16.0
record
2025-03-14 · diff ↗
0.14.6
record
2024-11-05 · diff ↗
0.14.3
record
2024-04-26 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.14.1
record
2024-04-18 · diff ↗
unarchivedReturned to CRAN
2024-04-16
0.14.0
record
2024-04-16 · diff ↗ ·
removed 2 exports
fastcpd.ma, fastcpd_ma
archivedRemoved from CRAN
2024-04-12
issues were not corrected in time
0.13.1
record
2024-04-01 · diff ↗
0.12.2
record
2024-03-19 · diff ↗
0.12.1
record
2024-03-12 · diff ↗ ·
added 8 exports
variance.arma, variance.lm, variance.mean, variance.median, variance_arma, variance_lm, variance_mean, variance_median

Show 9 earlier eventsHide 9 earlier events

0.10.3
record
2024-01-24 · diff ↗
0.10.1
record
2024-01-09 · diff ↗
0.10.0
record
2023-12-21 · diff ↗
0.9.9
record
2023-12-11 · diff ↗ ·
added 28 exports
fastcpd.ar, fastcpd.arima, fastcpd.arma, fastcpd.binomial, fastcpd.garch, fastcpd.lasso, fastcpd.lm, fastcpd.ma, fastcpd.mean, fastcpd.meanvariance, fastcpd.mv, fastcpd.poisson, fastcpd.var, fastcpd.variance, fastcpd_ar, fastcpd_arima, fastcpd_arma, fastcpd_binomial, fastcpd_garch, fastcpd_lasso, fastcpd_lm, fastcpd_ma, fastcpd_mean, fastcpd_meanvariance, fastcpd_mv, fastcpd_poisson, fastcpd_var, fastcpd_variance
0.9.0
record
2023-10-19 · diff ↗ ·
added 2 exports
fastcpd.ts, fastcpd_ts
0.7.2
record
2023-09-24 · diff ↗
0.7.0
record
2023-09-21 · diff ↗
0.6.2
record
2023-09-14
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2023-09-14
Total releases: 19 / 3 yrs
License: Apache License (>= 2) · relicensed from GPL (>= 3) in 1.0.0
Minimum R: ≥ 2.10
Bundled data: 842 KB / 5 files
Download size: 4.7 MB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("fastcpd")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v116.i06, 10.48550/arxiv.2404.05933.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fastcpd version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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