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Regression with Multiple Change Points

1packages dependsuggested by 2
7.8Kdownloads / year
76.9%test coverage
13/13flavors OK

Overview

About

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) doi:10.31219/osf.io/fzqxv and generalizes the approach described in Carlin, Gelfand, & Smith (1992) doi:10.2307/2347570 and Stephens (1994) doi:10.2307/2986119.

Changes in 0.3.4

This is a bug fix release.

Bug fixes

  • Now respects the cores argument to mcp().
  • Document all function arguments and remove documentation for removed arguments.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 4.8 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.3.4
READMEYes · 1,824 wordsVignettes· In the repository, left out of the releaseNEWSYes · 100% structured · mentions 0.3.4Citation fileYes · cites a publicationWebsiteYes · pkgdown
Help pages
66 (42 internal)includes a package overview page
Examples that run
42%5 run in a plain check · 7 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
41%
Documented parameters
100%
Return-value docs
76%
Help pages citing references
0%

Downloads

7.8K
CRAN downloads in the past year
Rank #4,815 · ~21/day · ~646/mo
Daily download trend is not available in this view yet.
62830 days
1.7K90 days
7.8K1 year
Compare downloads with other packages →
Also on76 r2u2 autocran613 conda_forge

Repository

119Stars
22Forks
6Open issues
0Open PRs
6Releases
400Commits
2Commit identities
400 commits · Last activity 2024-09-29 · 0% stars, 30d · Discussions: 25 posts
Responsiveness
How these are sampled
PRs merged (all time)
91%
Median days to close, 50 most recently updated closed issues
378
Median days to close, 50 most recently updated closed PRs
0

Stars over time

2025-09-19 · 1132026-09-16 · 119
PracticesBeta

9 development-tooling and community-health practices detected across 6 families in the upstream repository

Checks run against github.com/lindeloev/mcp on 2026-10-18.

Continuous integration (2)
GitHub ActionsR CMD check workflow

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

Docs source (2)
pkgdown

GitHub Pages site last deployed 2026-10-16

pkgdown site last built 2026-08-01

Coverage (2)
Coverage reporting.covrignore
Reproducibility and dev environment (1)
data-raw/
Show all practicesHide 2 practices
CRAN release process (1)
cran-comments.md
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
21 external dependencies (excludes base and recommended)

Installing mcp adds 57 packages (27 with compiled code, 52 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bayesplot 5.0 MB.

Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Suggested by 2
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (1)
Author, Maintainer since 0.2.0 (2020)
Releases (6)

Pick two releases to compare their code metrics.

  • 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
  • 0.3.4Latest
    record
    2024-03-17 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 0.3.3
    record
    2023-03-22 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.3.2
    record
    2022-02-18 · diff ↗
  • unarchivedReturned to CRAN
    2021-11-17
  • 0.3.1
    record
    2021-11-17 · diff ↗ ·
    removed 1 export
    iprobit
    added 3 exports
    mcp_example, negbinomial, phi
  • archivedRemoved from CRAN
    2021-05-20
    check problems were not corrected in time
  • R
    R 4.1.0 released · 2021-05-18
  • unarchivedReturned to CRAN
    2020-08-03
  • 0.3.0
    record
    2020-08-03 · diff ↗ ·
    added 7 exports
    exponential, ilogit, iprobit, is.mcpfit, logit, pp_check, probit
  • archivedRemoved from CRAN
    2020-06-15
    check problems were not corrected in time
  • R
    R 4.0.0 released · 2020-04-24
Show 2 earlier eventsHide 2 earlier events
  • 0.2.0
    record
    2020-01-09
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2020-01-09
Total releases
6 / 6 yrs
License
GPL-2 OSI
Minimum R
≥ 3.5.0
Bundled data
406 KB / 1 file
Download size
507 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("mcp")

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

It points to 10.31219/osf.io/fzqxv.

Cite the R Observatory

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for mcp version 0.3.4 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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