cpop: Detection of Multiple Changes in Slope in Univariate Time-Series

Detects multiple changes in slope using the CPOP dynamic programming approach of Fearnhead, Maidstone, and Letchford (2019) <doi:10.1080/10618600.2018.1512868>. This method finds the best continuous piecewise linear fit to data under a criterion that measures fit to data using the residual sum of squares, but penalizes complexity based on an L0 penalty on changes in slope.

Version: 1.0.6
Depends: R (≥ 3.5.0), crops, pacman
Imports: Rdpack, Rcpp (≥ 0.12.13), ggplot2, mathjaxr, pracma, methods
LinkingTo: Rcpp
Suggests: testthat, R.rsp
Published: 2022-11-21
Author: Daniel Grose [aut, cre], Paul Fearnhead [aut]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: cpop results

Documentation:

Reference manual: cpop.pdf
Vignettes: Using cpop

Downloads:

Package source: cpop_1.0.6.tar.gz
Windows binaries: r-devel: cpop_1.0.6.zip, r-release: cpop_1.0.6.zip, r-oldrel: cpop_1.0.6.zip
macOS binaries: r-release (arm64): cpop_1.0.6.tgz, r-oldrel (arm64): cpop_1.0.4.tgz, r-release (x86_64): cpop_1.0.6.tgz, r-oldrel (x86_64): cpop_1.0.6.tgz
Old sources: cpop archive

Linking:

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