Package: fChange 2.1.0

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_2.1.0.tar.gz
fChange_2.1.0.zip(r-4.7)fChange_2.1.0.zip(r-4.6)fChange_2.1.0.zip(r-4.5)
fChange_2.1.0.tgz(r-4.6-x86_64)fChange_2.1.0.tgz(r-4.6-arm64)fChange_2.1.0.tgz(r-4.5-x86_64)fChange_2.1.0.tgz(r-4.5-arm64)
fChange_2.1.0.tar.gz(r-4.7-arm64)fChange_2.1.0.tar.gz(r-4.7-x86_64)fChange_2.1.0.tar.gz(r-4.6-arm64)fChange_2.1.0.tar.gz(r-4.6-x86_64)
fChange_2.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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/docs site:https://jrvanderdoes.github.io

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

On CRAN:

Conda:

openblascppopenmp

3.43 score 1 stars 27 scripts 227 downloads 42 exports 175 dependencies

Last updated from:6bbc590251. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK334
linux-devel-x86_64OK303
source / vignettesOK305
linux-release-arm64OK318
linux-release-x86_64OK304
macos-release-arm64OK346
macos-release-x86_64OK809
macos-oldrel-arm64OK386
macos-oldrel-x86_64OK760
windows-develOK404
windows-releaseOK393
windows-oldrelOK336
wasm-releaseOK168

Exports:%>%acfadaptive_bandwidthas.dftsautocorrelationautocovariancebartlett_kernelcentercidrconfidence_intervaldaniell_kerneldftsfchangeflat_top_kernelgenerate_brownian_bridgegenerate_brownian_motiongenerate_datagenerate_far1generate_karhunen_loevegenerate_ornstein_uhlenbeckimputeis.dftskpss_testlong_run_covarianceocidrpacfparzen_kernelpcapca_componentspca_examinationportmanteau_testsprojection_modelqqplotquadratic_spectral_kernelsacfsdspace_measuring_functionsstat_3Dstationarity_testtruncated_kerneltukey_hanning_kernelvar

Dependencies:abindashaskpassbackportsbase64encbitopsbootbroombslibcachemcarcarDatacheckmateclasscliclustercolorspacecorrplotcowplotcpp11crosstalkcurlcvardata.tableDerivdeSolvedigestdoBydplyre1071ecpevaluateevgamfarverfastICAfastmapfastmatrixfBasicsfdafdapacefdsfGarchFNNfontawesomeforecastforeignFormulafracdifffsftsagbutilsgenericsgeometryggplot2ggpubrggrepelggsciggsignifglueGPArotationgridExtragssgtablehdrcdehighrHmischtmlTablehtmltoolshtmlwidgetshttrisobandjquerylibjsonlitekernlabKernSmoothknitrkslabelingLaplacesDemonlaterlatticelazyevallifecyclelinproglme4LmomentslmtestlocfitlpSolvemagicmagrittrMASSMatrixMatrixModelsmclustmemoisemgcvmicrobenchmarkmimeminqamisc3dmnormtmodelrmulticoolmvtnormnlmenloptrnnetnumDerivopensslotelpbkrtestpcaPPpdfClusterpillarpkgconfigplot3DplotlypolynompracmapromisesproxypsychpurrrquantregR6rainbowrappdirsrbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppProgressRCurlRdpackreformulasRfastrlangrmarkdownROOPSDrpartrstatixrstudioapiS7sandwichsassscalessdeSparseMspatialstablediststringistringrstrucchangesurvivalsystensorAtibbletidyrtidyselecttimeDatetimeSeriestinytexurcautf8varsvctrsviridisLitewithrxfunyamlziggzoo

Readme and manuals

Help Manual

Help pageTopics
Extract or Replace parts of dfts objectextract [.dfts [<-.dfts
ACF/PACF Functionsacf acf.default acf.dfts pacf pacf.default pacf.dfts
Adaptive_bandwidthadaptive_bandwidth
Estimate the autocorrelation function of the seriesautocorrelation
Estimate the autocovariance function of the seriesautocovariance
Average Functions for dfts Objectsaverage mean.dfts median.dfts
Breast Cancercancer
Generic Centering of Datacenter center.data.frame center.default center.dfts center.matrix
Compute (Overnight) Cumulative Intraday Returnscidr ocidr
Change Point Confidence Intervalsconfidence_interval
dfts Objectsas.dfts dfts is.dfts
Group Generic Functionscumsum.dfts dfts_group Math.dfts Ops.dfts
Difference dftsdiff.dfts
Dimension of dfts Objectdim.dfts
Spanish Spot Electricity Dataelectricity
Change Point Detectionfchange
Generate a Brownian Bridge Processgenerate_brownian_bridge
Generate a Brownian Motion Processgenerate_brownian_motion
Generate Functional Datagenerate_data
Generate FAR(1) Datagenerate_far1
Generate functional datagenerate_karhunen_loeve
Generate Data via Ornstein-Uhlenbeck Processgenerate_ornstein_uhlenbeck
Functional Imputationimpute
Kernel Functionsbartlett_kernel daniell_kernel flat_top_kernel kernels parzen_kernel quadratic_spectral_kernel truncated_kernel tukey_hanning_kernel
Functional KPSS Testkpss_test
Lag dfts objectslag.dfts
Estimate Long-run Covariance Kernellong_run_covariance
Max / Min for dfts Objectsmax.dfts min.dfts minmax
Generic Function for Principal Component Analysispca pca.default pca.dfts
Functional PCA Componentspca_components
Principal Component Explorationpca_examination
Plot dfts objectsplot.dfts
Functional Hypothesis Tests for Functional Dataportmanteau_tests
Print dfts objectsprint.dfts
Projection-based functional data modelprojection_model
QQ Plot Generic Functionqqplot qqplot.default qqplot.dfts
Quantile dftsquantile.dfts
US Yield Curvesrates
Functional Spherical Autocorrelation Functionsacf
Generic Function for Variance and Standard Deviation Computationsd sd.default sd.dfts sdvar var var.default var.dfts
Compute Spacing Measuring Functionsspace_measuring_functions
S&P 500 Index DataSPYUS500
Draw 3D Geoms for ggplot2stat_3D
Functional Stationarity Teststationarity_test
Summary for dfts Objectsummary.dfts
Australian Temperature Datatemperature