Graph-Constrained Functional Pruning Optimal Partitioning
Overview
Penalized parametric change-point detection by functional pruning dynamic programming algorithm. The successive means are constrained using a graph structure with edges defining the nature of the changes These changes can be unconstrained (type std), up or down constrained (type up and down) or constrained by a minimal size jump (type abs). The type null means that the graph allows us to stay on the same segment. To each edge we can associate some additional properties: a minimal gap size, a penalty, some robust parameters (K,a) for biweight (K) and Huber losses (K and a). The user can also constrain the inferred means to lie between some minimal and maximal values. Data is modeled by a cost with possible use of a robust loss, biweight and Huber (see edge parameters K and a). These costs should have a quadratic, log-linear or a log-log representation. This includes quadratic Gaussian cost (type = 'mean'), log-linear cost (type = 'variance', 'poisson' or 'exp') and log-log cost (type = 'negbin'). More details in the paper published in the Journal of Statistical Software: doi:10.18637/jss.v106.i06.
Install
Health
- OK13 OKNow
- OK6 OK2026-09-28
Documentation
- Help pages
- 16
- Examples that run
- 100%10 run in a plain check
- Exported functions with examples
- 91%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 13%
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Dependencies
Installing gfpop adds 1 package (1 with compiled code, 1.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB.
Code & Tests
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People & History
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- unarchivedReturned to CRAN2026-09-27
- 1.1.2Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- archivedRemoved from CRAN2024-03-29policy violation On Internet access
- RR 4.3.0 released · 2023-04-21
- 1.1.1
- RR 4.2.0 released · 2022-04-22
- 1.1.02022-03-10 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0.32021-02-17 · diff ↗
- 1.0.22020-12-01 · diff ↗
- 1.0.12020-11-30 · diff ↗
- 1.0.02020-11-25
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-11-25
- Total releases
- 7 / 6 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 1.7 MB / 4 files
- Download size
- 2.1 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("gfpop")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v106.i06.
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From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.