Package: fChange 2.0.0

Jeremy VanderDoes

fChange: Functional Change Point Detection and Analysis

Analyze functional data and its change points. Includes functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. Data is stored as discretely collected observations without requiring the selection of basis functions. For more details see chapter 8 of Horvath and Rice (2024) <doi:10.1007/978-3-031-51609-2>. Additional papers are forthcoming. Focused works are also included in the documentation of corresponding functions.

Authors:Jeremy VanderDoes [aut, cre, cph], Gregory Rice [aut], Martin Wendler [aut]

fChange_2.0.0.tar.gz
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fChange.pdf |fChange.html✨
fChange/json (API)
NEWS

# Install 'fChange' in R:

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

Bug tracker:https://github.com/jrvanderdoes/fchange/issues

Pkgdown site:https://jrvanderdoes.github.io

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

SPYUS500 - S&P 500 Index Data
cancer - Breast Cancer
electricity - Spanish Spot Electricity Data
rates - US Yield Curves
temperature - Australian Temperature Data

On CRAN:

openblas cpp openmp

4.04 score 1 stars 40 downloads 38 exports 181 dependencies

Last updated 14 hours agofrom:265e538ea1. Checks:12 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 29 2025
R-4.5-win-x86_64	OK	Mar 29 2025
R-4.5-mac-x86_64	OK	Mar 29 2025
R-4.5-mac-aarch64	OK	Mar 29 2025
R-4.5-linux-x86_64	OK	Mar 29 2025
R-4.4-win-x86_64	OK	Mar 29 2025
R-4.4-mac-x86_64	OK	Mar 29 2025
R-4.4-mac-aarch64	OK	Mar 29 2025
R-4.4-linux-x86_64	OK	Mar 29 2025
R-4.3-win-x86_64	OK	Mar 29 2025
R-4.3-mac-x86_64	OK	Mar 29 2025
R-4.3-mac-aarch64	OK	Mar 29 2025

Exports:%>%acf adaptive_bandwidth as.dfts autocorrelation autocovariance bartlett_kernel center confidence_interval daniell_kernel dfts fchange flat_top_kernel generate_brownian_bridge generate_brownian_motion generate_data generate_far1 generate_karhunen_loeve generate_ornstein_uhlenbeck impute is.dfts kpss_test long_run_covariance pacf parzen_kernel pca pca_examination portmanteau_tests projection_model qqplot quadratic_spectral_kernel sd space_measuring_functions stat_3D stationarity_test truncated_kernel tukey_hanning_kernel var

Dependencies:abind ash askpass backports base64enc bitops boot broom bslib cachem car carData checkmate class cli cluster colorspace corrplot cowplot cpp11 crosstalk curl cvar data.table Deriv deSolve digest doBy dplyr e1071 ecp evaluate evgam fansi farver fastICA fastmap fastmatrix fBasics fda fdapace fds fGarch FNN fontawesome forecast foreign Formula fracdiff fs ftsa gbutils generics geometry ggplot2 ggpubr ggrepel ggsci ggsignif glue GPArotation gridExtra gss gtable hdrcde highr Hmisc htmlTable htmltools htmlwidgets httr isoband jquerylib jsonlite kernlab KernSmooth knitr ks labeling LaplacesDemon later lattice lazyeval lifecycle linprog lme4 Lmoments lmtest locfit lpSolve magic magrittr MASS Matrix MatrixModels mclust memoise mgcv microbenchmark mime minqa misc3d mnormt modelr multicool munsell mvtnorm nlme nloptr nnet numDeriv openssl pbkrtest pcaPP pdfCluster pillar pkgconfig plot3D plotly polynom pracma promises proxy psych purrr quadprog quantmod quantreg R6 rainbow rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen RcppParallel RcppProgress RCurl Rdpack reformulas Rfast rlang rmarkdown ROOPSD rpart rstatix rstudioapi sandwich sass scales sde SparseM spatial stabledist stringi stringr strucchange survival sys tensorA tibble tidyr tidyselect timeDate timeSeries tinytex tseries TTR urca utf8 vars vctrs viridis viridisLite withr xfun xts yaml zigg zoo

Help page	Topics
Extract or Replace parts of dfts object	extract [.dfts [<-.dfts
ACF/PACF Functions	acf acf.default acf.dfts pacf pacf.default pacf.dfts
Adaptive_bandwidth	adaptive_bandwidth
Estimate the autocorrelation function of the series	autocorrelation
Estimate the autocovariance function of the series	autocovariance
Average Functions for dfts Objects	average mean.dfts median.dfts
Breast Cancer	cancer
Generic Centering of Data	center center.data.frame center.default center.dfts center.matrix
Change Point Confidence Intervals	confidence_interval
dfts Objects	as.dfts dfts is.dfts
Group Generic Functions	cumsum.dfts dfts_group Math.dfts Ops.dfts
Difference dfts	diff.dfts
Dimension of dfts Object	dim.dfts
Spanish Spot Electricity Data	electricity
Change Point Detection	fchange
Generate a Brownian Bridge Process	generate_brownian_bridge
Generate a Brownian Motion Process	generate_brownian_motion
Generate Functional Data	generate_data
Generate FAR(1) Data	generate_far1
Generate functional data	generate_karhunen_loeve
Generate Data via Ornstein-Uhlenbeck Process	generate_ornstein_uhlenbeck
Functional Imputatio	impute
Kernel Functions	bartlett_kernel daniell_kernel flat_top_kernel kernels parzen_kernel quadratic_spectral_kernel truncated_kernel tukey_hanning_kernel
Functional KPSS Test	kpss_test
Lag dfts objects	lag.dfts
Estimate Long-run Covariance Kernel	long_run_covariance
Max / Min for dfts Objects	max.dfts min.dfts minmax
Generic Function for Principal Component Analysis	pca pca.default pca.dfts
Principal Component Exploration	pca_examination
Plot dfts objects	plot.dfts
Functional Hypothesis Tests for Functional Data	portmanteau_tests
Print dfts objects	print.dfts
Projection-based functional data model	projection_model
QQ Plot Generic Function	qqplot qqplot.default qqplot.dfts
Quantile dfts	quantile.dfts
US Yield Curves	rates
Generic Function for Variance and Standard Deviation Computation	sd sd.default sd.dfts sdvar var var.default var.dfts
Compute Spacing Measuring Functions	space_measuring_functions
S&P 500 Index Data	SPYUS500
Draw 3D Geoms for ggplot2	stat_3D
Functional Stationarity Test	stationarity_test
Summary for dfts Object	summary.dfts
Australian Temperature Data	temperature

Package: fChange 2.0.0

fChange: Functional Change Point Detection and Analysis

Citation

Development and contributors

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)