All implementation of fastcpd is unified into one single function
- Find change points efficiently
Used for data without response variables, for example, mean change and variance change.
- Find change points efficiently in penalized linear regression models
fastcpd comes with a selection of built-in datasets that are used in examples to illustrate various change point detection challenges.
- Bitcoin Market Price (USD)
- Occupancy Detection Data Set
- Transcription Profiling of 57 Human Bladder Carcinoma Samples
- UK Seatbelts Data
- Well-log Dataset from Numerical Bayesian Methods Applied to Signal Processing
The results of
fastcpd() will be stored in the class
fastcpd with accompanied several utility functions.
- An S4 class to store the output created with fastcpd