Fast Change Point Detection via Sequential Gradient Descent

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Documentation for package ‘fastcpd’ version 0.16.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

bitcoin	Bitcoin Market Price (USD)
fastcpd	Find change points efficiently
fastcpd-class	An S4 class to store the output created with 'fastcpd()'
fastcpd.ar	Find change points efficiently in AR(p) models
fastcpd.arima	Find change points efficiently in ARIMA(p, d, q) models
fastcpd.arma	Find change points efficiently in ARMA(p, q) models
fastcpd.binomial	Find change points efficiently in logistic regression models
fastcpd.garch	Find change points efficiently in GARCH(p, q) models
fastcpd.lasso	Find change points efficiently in penalized linear regression models
fastcpd.lm	Find change points efficiently in linear regression models
fastcpd.mean	Find change points efficiently in mean change models
fastcpd.meanvariance	Find change points efficiently in mean variance change models
fastcpd.mv	Find change points efficiently in mean variance change models
fastcpd.poisson	Find change points efficiently in Poisson regression models
fastcpd.ts	Find change points efficiently in time series data
fastcpd.var	Find change points efficiently in VAR(p) models
fastcpd.variance	Find change points efficiently in variance change models
fastcpd_ar	Find change points efficiently in AR(p) models
fastcpd_arima	Find change points efficiently in ARIMA(p, d, q) models
fastcpd_arma	Find change points efficiently in ARMA(p, q) models
fastcpd_binomial	Find change points efficiently in logistic regression models
fastcpd_garch	Find change points efficiently in GARCH(p, q) models
fastcpd_lasso	Find change points efficiently in penalized linear regression models
fastcpd_lm	Find change points efficiently in linear regression models
fastcpd_mean	Find change points efficiently in mean change models
fastcpd_meanvariance	Find change points efficiently in mean variance change models
fastcpd_mv	Find change points efficiently in mean variance change models
fastcpd_poisson	Find change points efficiently in Poisson regression models
fastcpd_ts	Find change points efficiently in time series data
fastcpd_var	Find change points efficiently in VAR(p) models
fastcpd_variance	Find change points efficiently in variance change models
occupancy	Occupancy Detection Data Set
plot-method	Plot the data and the change points for a fastcpd object
plot.fastcpd	Plot the data and the change points for a fastcpd object
print-method	Print the call and the change points for a fastcpd object
print.fastcpd	Print the call and the change points for a fastcpd object
show-method	Show the available methods for a fastcpd object
show.fastcpd	Show the available methods for a fastcpd object
summary-method	Show the summary of a fastcpd object
summary.fastcpd	Show the summary of a fastcpd object
transcriptome	Transcription Profiling of 57 Human Bladder Carcinoma Samples
uk_seatbelts	UK Seatbelts Data
variance.arma	Variance estimation for ARMA model with change points
variance.lm	Variance estimation for linear models with change points
variance.mean	Variance estimation for mean change models
variance.median	Variance estimation for median change models
variance_arma	Variance estimation for ARMA model with change points
variance_lm	Variance estimation for linear models with change points
variance_mean	Variance estimation for mean change models
variance_median	Variance estimation for median change models
well_log	Well-log Dataset from Numerical Bayesian Methods Applied to Signal Processing