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robcp

0.3.10Package record

Robust Change-Point Tests

1packages depend
3.1Kdownloads / year
82.5%test coverage
13/13flavors OK

Overview

About

Provides robust methods to detect change-points in uni- or multivariate time series. They can cope with corrupted data and heavy tails. Focus is on the detection of abrupt changes in location, but changes in the scale or dependence structure can be detected as well. This package provides tests for change detection in uni- and multivariate time series based on Huberized versions of CUSUM tests proposed in Duerre and Fried (2019) DOI:10.48550/arXiv.1905.06201, and tests for change detection in univariate time series based on 2-sample U-statistics or 2-sample U-quantiles as proposed by Dehling et al. (2015) DOI:10.1007/978-1-4939-3076-0_12 and Dehling, Fried and Wendler (2020) DOI:10.1093/biomet/asaa004. Furthermore, the packages provides tests on changes in the scale or the correlation as proposed in Gerstenberger, Vogel and Wendler (2020) DOI:10.1080/01621459.2019.1629938, Dehling et al. (2017) DOI:10.1017/S026646661600044X, and Wied et al. (2014) DOI:10.1016/j.csda.2013.03.005.

Install

Health

CRAN checks
13OK
Slowest check: 3.6 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.3.10
READMEYes · 107 wordsVignettesNoNEWSNoCitation fileYes · software entry onlyWebsitenot declared in DESCRIPTION
Help pages
23includes a package overview page
Examples that run
100%18 run in a plain check
Exported functions with examples
95%
Documented parameters
95%
Return-value docs
100%
Help pages citing references
65%

Downloads

3.1K
CRAN downloads in the past year
Rank #10,738 · ~9/day · ~260/mo
Daily download trend is not available in this view yet.
42630 days
97790 days
3.1K1 year
Compare downloads with other packages →
Also on383 r2u1 autocran133 c2d4u

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing robcp adds 3 packages (2 with compiled code, 3.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, mvtnorm 1.0 MB, pracma 389 KB.

Depends (1)
R >= 3.3.1
Imports (5)
LinkingTo (1)
Suggests (1)
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (3)
Author, Maintainer since 0.2.4 (2019)
Contributor, Thesis advisor · added in 0.3.8
Releases (13)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.3.10Latest
    record
    2026-01-10 · current release · diff ↗
  • 0.3.9
    record
    2025-06-25 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • unarchivedReturned to CRAN
    2025-04-09
  • 0.3.8
    record
    2025-04-09 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • archivedRemoved from CRAN
    2024-04-08
    issues were not corrected in time
  • R
    R 4.3.0 released · 2023-04-21
  • 0.3.7
    record
    2022-09-16 · diff ↗
  • 0.3.6
    record
    2022-05-03 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.3.5
    record
    2022-03-30 · diff ↗
  • 0.3.4
    record
    2022-03-23 · diff ↗ ·
    added 5 exports
    scale_stat, scale_cusum, cor_stat, cor_cusum, Qalpha
  • unarchivedReturned to CRAN
    2021-10-30
  • 0.3.3
    record
    2021-10-30 · diff ↗
Show 11 earlier eventsHide 11 earlier events
  • archivedRemoved from CRAN
    2021-09-26
    check problems were not corrected in time
  • 0.3.2
    record
    2021-09-20 · diff ↗
  • unarchivedReturned to CRAN
    2021-09-12
  • 0.3.1
    record
    2021-09-12 · diff ↗ ·
    added 5 exports
    u_hat, HodgesLehmann, wilcox_stat, hl_test, wmw_test
  • R
    R 4.1.0 released · 2021-05-18
  • archivedRemoved from CRAN
    2021-04-14
    check problems were not corrected in time
  • 0.3.0
    record
    2021-03-31 · diff ↗ ·
    removed 4 exports
    h_cumsum, sigma2, teststat, pbessel3
    added 6 exports
    psi_cumsum, lrv, CUSUM, pBessel, medianDiff, weightedMedian
  • R
    R 4.0.0 released · 2020-04-24
  • 0.2.5
    record
    2020-01-24 · diff ↗ ·
    added 1 export
    kthPair
  • 0.2.4
    record
    2019-06-04
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2019-06-04
Total releases
13 / 7 yrs
License
GPL-3 OSI
Minimum R
≥ 3.3.1
Bundled data
1.3 MB / 2 files
Download size
1.4 MB

Cite

Cite this package

Run in R for the authors' entry:

citation("robcp")

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

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 robcp version 0.3.10 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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