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kcpRS

1.1.1

Kernel Change Point Detection on the Running Statistics

0packages depend
2.8Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Kristof MeersFirst published 2019-05-063 releasesCRAN page ↗

The running statistics of interest is first extracted using a time window which is slid across the time series, and in each window, the running statistics value is computed. KCP (Kernel Change Point) detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then implemented to flag the change points on the running statistics (Cabrieto et al., 2018, <doi:10.1016/j.ins.2018.03.010>). Change points are located by minimizing a variance criterion based on the pairwise similarities between running statistics which are computed via the Gaussian kernel. KCP can locate change points for a given k number of change points. To determine the optimal k, the KCP permutation test is first carried out by comparing the variance of the running statistics extracted from the original data to that of permuted data. If this test is significant, then there is sufficient evidence for at least one change point in the data. Model selection is then used to determine the optimal k>0.

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Health

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
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Code health
Yes
Tests · ratio 0.03
not tracked
Coverage
100%
Documentation · exports
None
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No
README
8
Dependencies · direct
Check history
  • NOTE2026-04-22
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

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Rank #15,396 · ~8/day · ~236/mo
kcpRS
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Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)
Depends (7)
Imports (1)
LinkingTo (1)
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Code Composition
R 1,305 (67%)Rd 501 (26%)C++ 129 (7%)

Test coverage

Line coverage

Expression

Tests / Examples

Functions

21 6 exported

Complexity

5.9 avg / 23 max

Call network

21 nodes / 8 edges

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People & History

People (7)
Maintainer (1)
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Authors (2)
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Contributors (5)
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Release timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.1.1Latest
    2023-10-25 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.0
    2023-01-20 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 1.0.0
    2019-05-06
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2019-05-06
Total releases
3 / 7 yrs
License
GPL (>= 2) OSI
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet