Package: svpChange 0.2.0

svpChange: Smallest Valid Partitioning for Change-Point Detection

Provides methods for detecting multiple change-points and segmenting univariate time series using Smallest Valid Partitioning (SVP). SVP searches for a partition with the smallest number of segments whose segments satisfy a user-defined or built-in validity test. Among partitions with the same number of segments, it minimizes a within-segment sum-of-squared-errors criterion.

Authors:Vincent Runge [aut, cre, cph], Alexandre Combeau [aut], Gaetano Romano [aut], Anica Kostic [ctb]

svpChange_0.2.0.tar.gz
svpChange_0.2.0.zip(r-4.7-x86_64)svpChange_0.2.0.zip(r-4.7-arm64)svpChange_0.2.0.zip(r-4.6-x86_64)svpChange_0.2.0.zip(r-4.6-arm64)svpChange_0.2.0.zip(r-4.5-x86_64)
svpChange_0.2.0.tgz(r-4.6-x86_64)svpChange_0.2.0.tgz(r-4.6-arm64)svpChange_0.2.0.tgz(r-4.5-x86_64)svpChange_0.2.0.tgz(r-4.5-arm64)
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svpChange_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
svpChange/json (API)

# Install 'svpChange' in R:

install.packages('svpChange', repos = c('https://vrunge.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/vrunge/svpchange/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

3.70 score 1 stars 21 exports 2 dependencies

Last updated from:14f4ddab1e. Checks:13 OK, 2 WARNING. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	177
linux-devel-x86_64	OK	181
source / vignettes	OK	239
linux-release-arm64	OK	139
linux-release-x86_64	OK	147
macos-release-arm64	OK	163
macos-release-x86_64	OK	336
macos-oldrel-arm64	OK	115
macos-oldrel-x86_64	OK	485
windows-devel-arm64	OK	245
windows-devel-x86_64	WARNING	234
windows-release-arm64	OK	275
windows-release-x86_64	WARNING	163
windows-oldrel-x86_64	OK	164
wasm-release	OK	159

Exports:AR1_rho AR1_single_change OP PELT smuce_cost smuce_theta_interval SN SVP svp_smuce svp_smuce_cpp svp0 ts_generator valid_AR1 valid_FOCUS valid_FOCUS_last valid_OP valid_QUANTILE valid_RANGE valid_RANGE_SLACK valid_SCALE valid_SSE

Dependencies:Rcpp RcppArmadillo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Robust AR(1) Autocorrelation Estimate	AR1_rho
Single Mean Change Test for an AR(1) Process	AR1_single_change
Optimal Partitioning Algorithm	OP
Optimal Partitioning using PELT	PELT
Constrained Gaussian cost for a SMUCE-valid segment	smuce_cost
Segment Neighborhood	SN
Smallest Valid Partitioning with Incremental Validity Tests	SVP
SVP with SMUCE validity and constrained Gaussian cost	svp_smuce
C++ SVP with SMUCE validity and constrained Gaussian cost	svp_smuce_cpp
Smallest Valid Partitioning with a User-Defined Validity Test	svp0
svpChange: Smallest Valid Partitioning for Change-Point Detection	svpChange-package svpChange
ts_generator	ts_generator
AR(1) Mean-Change Validity Test	valid_AR1
FOCuS Validity Test for Every Prefix	valid_FOCUS
FOCuS Validity Test for the Final Segment	valid_FOCUS_last
Optimal Partitioning Cost Test	valid_OP
Validity Test Based on Interquantile Range	valid_QUANTILE
Validity Test Based on Range	valid_RANGE
Validity Test Based on Trimmed Range	valid_RANGE_SLACK
Validity Test Based on Robust Scale	valid_SCALE
Validity Test Based on Sum of Squared Errors	valid_SSE