Function reference
Main function
All implementation of fastcpd is unified into one single function fastcpd()
.

fastcpd()
 Find change points efficiently
Time series
fastcpd_ts()
and fastcpd.ts()
are the main functions for time series data (also wrapper functions of fastcpd()
).

fastcpd_ar()
fastcpd.ar()
 Find change points efficiently in AR(\(p\)) models

fastcpd_arima()
fastcpd.arima()
 Find change points efficiently in ARIMA(\(p\), \(d\), \(q\)) models

fastcpd_arma()
fastcpd.arma()
 Find change points efficiently in ARMA(\(p\), \(q\)) models

fastcpd_garch()
fastcpd.garch()
 Find change points efficiently in GARCH(\(p\), \(q\)) models

fastcpd_ts()
fastcpd.ts()
 Find change points efficiently in time series data

fastcpd_var()
fastcpd.var()
 Find change points efficiently in VAR(\(p\)) models
Unlabeled data
Used for data without response variables, for example, mean change and variance change.

fastcpd_mean()
fastcpd.mean()
 Find change points efficiently in mean change models

fastcpd_variance()
fastcpd.variance()
 Find change points efficiently in variance change models

fastcpd_meanvariance()
fastcpd.meanvariance()
fastcpd_mv()
fastcpd.mv()
 Find change points efficiently in mean variance change models

fastcpd_binomial()
fastcpd.binomial()
 Find change points efficiently in logistic regression models

fastcpd_lasso()
fastcpd.lasso()
 Find change points efficiently in penalized linear regression models

fastcpd_lm()
fastcpd.lm()
 Find change points efficiently in linear regression models

fastcpd_poisson()
fastcpd.poisson()
 Find change points efficiently in Poisson regression models

variance_arma()
variance.arma()
 Variance estimation for ARMA model with change points

variance_lm()
variance.lm()
 Variance estimation for linear models with change points

variance_mean()
variance.mean()
 Variance estimation for mean change models

variance_median()
variance.median()
 Variance estimation for median change models

plot(<fastcpd>)
plot(<fastcpd>,<missing>)
 Plot the data and the change points for a fastcpd object

print(<fastcpd>)
 Print the call and the change points for a fastcpd object

show(<fastcpd>)
 Show the available methods for a fastcpd object

summary(<fastcpd>)
 Show the summary of a fastcpd object
Data
fastcpd comes with a selection of builtin datasets that are used in examples to illustrate various change point detection challenges.

bitcoin
 Bitcoin Market Price (USD)

occupancy
 Occupancy Detection Data Set

transcriptome
 Transcription Profiling of 57 Human Bladder Carcinoma Samples

uk_seatbelts
 UK Seatbelts Data

well_log
 Welllog Dataset from Numerical Bayesian Methods Applied to Signal Processing
Main class
The results of fastcpd()
will be stored in the class fastcpd
with accompanied several utility functions.

fastcpdclass
 An S4 class to store the output created with
fastcpd()