Package: CptNonPar 0.3.2

CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series

Implements the nonparametric moving sum procedure for detecting changes in the joint characteristic function (NP-MOJO) for multiple change point detection in multivariate time series. See McGonigle, E. T., Cho, H. (2025) <doi:10.1093/biomet/asaf024> for description of the NP-MOJO methodology.

Authors:Euan T. McGonigle [aut, cre], Haeran Cho [aut]

CptNonPar_0.3.2.tar.gz
CptNonPar_0.3.2.zip(r-4.7-x86_64)CptNonPar_0.3.2.zip(r-4.7-arm64)CptNonPar_0.3.2.zip(r-4.6-x86_64)CptNonPar_0.3.2.zip(r-4.6-arm64)CptNonPar_0.3.2.zip(r-4.5-x86_64)
CptNonPar_0.3.2.tgz(r-4.6-x86_64)CptNonPar_0.3.2.tgz(r-4.6-arm64)CptNonPar_0.3.2.tgz(r-4.5-x86_64)CptNonPar_0.3.2.tgz(r-4.5-arm64)
CptNonPar_0.3.2.tar.gz(r-4.7-arm64)CptNonPar_0.3.2.tar.gz(r-4.7-x86_64)CptNonPar_0.3.2.tar.gz(r-4.6-arm64)CptNonPar_0.3.2.tar.gz(r-4.6-x86_64)
CptNonPar_0.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
CptNonPar/json (API)

# Install 'CptNonPar' in R:
install.packages('CptNonPar', repos = c('https://euanmcgonigle.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/euanmcgonigle/cptnonpar/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

change-point-detectionmoving-sumnonparametricsegmentationtime-seriescpp

3.78 score 4 stars 4 scripts 401 downloads 4 exports 10 dependencies

Last updated from:6dd5095157. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK125
linux-devel-x86_64OK136
source / vignettesOK173
linux-release-arm64OK122
linux-release-x86_64OK127
macos-release-arm64OK93
macos-release-x86_64OK349
macos-oldrel-arm64OK198
macos-oldrel-x86_64OK319
windows-devel-arm64OK352
windows-devel-x86_64OK136
windows-release-arm64OK343
windows-release-x86_64OK93
windows-oldrel-x86_64OK86
wasm-releaseOK136

Exports:multilag.cpts.mergemultiscale.np.mojonp.mojonp.mojo.multilag

Dependencies:codetoolsdoParallelforeachiteratorsparallellyRcppRcppArmadilloRcppParallelRfastzigg