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Multiple Change-Point Detection in Multivariate Time Series

v0.0.1 · Mar 8, 2024 · GPL-3

Description

Provides efficient functions for detecting multiple change points in multidimensional time series. The models can be piecewise constant or polynomial. Adaptive threshold selection methods are available, see Fan and Wu (2024) <arXiv:2403.00600>.

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CRAN Check Status

2 NOTE

12 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	57.4s
r-devel-linux-x86_64-debian-gcc	NOTE	45.1s
r-devel-linux-x86_64-fedora-clang	OK	84.7s
r-devel-linux-x86_64-fedora-gcc	OK	97.4s
r-devel-macos-arm64	OK	17s
r-devel-windows-x86_64	OK	100s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	44s
r-oldrel-windows-x86_64	OK	121s
r-patched-linux-x86_64	OK	57.4s
r-release-linux-x86_64	OK	54.8s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	48s
r-release-windows-x86_64	OK	98s

Check details (2 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’

The Description field contains
  and Wu (2024) <arXiv:2403.00600>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’

The Description field contains
  and Wu (2024) <arXiv:2403.00600>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’

The Description field contains
  and Wu (2024) <arXiv:2403.00600>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xinyuan Fan <fxy22@mails.tsinghua.edu.cn>’

The Description field contains
  and Wu (2024) <arXiv:2403.00600>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Dependency Network

Version History

new 0.0.1 Mar 10, 2026