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Changelog

Source: NEWS.md

ggchangepoint 0.4.0

The 0.4.0 engine wave

cpt_detect() grows from 13 to 31 wired methods. Eighteen new wrappers, all of whose engines live on CRAN and enter Suggests behind requireNamespace() guards:

  • smuce_wrapper() — SMUCE/HSMUCE multiscale inference (stepR), the first engines to populate ci_lower/ci_upper confidence-interval columns.
  • cpop_wrapper() — exact change-in-slope detection (cpop); cpt_detect(change_in = "slope") now routes here or to NOT’s linear contrast instead of erroring.
  • bcp_wrapper(), bocpd_wrapper(), beast_wrapper() — the Bayesian pillar (bcp, ocp, Rbeast), with posterior_prob columns and the posterior mean carried as a fitted signal.
  • cpm_wrapper() — sequential distribution-free detection (cpm), with a detection_time column.
  • kcp_wrapper() — kernel change point analysis on running statistics (kcpRS; mean, variance, autocorrelation, correlation).
  • npmojo_wrapper() — nonparametric MOSUM under serial dependence (CptNonPar).
  • decafs_wrapper() — abrupt changes amid drift and AR(1) noise (DeCAFS).
  • sn_wrapper() — self-normalised segmentation (SNSeg; mean, variance, acf, bivariate correlation).
  • inspect_wrapper(), ocd_wrapper(), geomcp_wrapper() — high-dimensional and multivariate detection (InspectChangepoint, ocd, changepoint.geo).
  • strucchange_wrapper() — Bai-Perron structural breaks with break-date confidence intervals (strucchange); accepts a bare series or a regression formula.
  • segmented_wrapper() — broken-line regression with kink confidence intervals (segmented).
  • envcpt_wrapper() — changepoints vs. trends vs. autocorrelation model selection (EnvCpt).
  • fastcpd_wrapper() — the modern fastcpd engine (fastcpd), covering mean/variance/meanvariance plus AR/ARMA/GARCH model changepoints.

New tools

  • New cpt_crops() computes the full CROPS penalty path and returns a ggcpt_path object with print(), tidy(), and autoplot(type = c("elbow", "path", "segmentations")).
  • New cpt_batch() runs one detector over many series (matrix, data frame, or list) with optional future parallelism; returns a ggcpt_batch tibble with tidy() and a faceted autoplot().
  • New cpt_stability() bootstrap stability diagnostic: segment-preserving resampling with a detection-frequency profile and autoplot().
  • New Bayesian displays: ggcpt_posterior() (posterior mean + per-location changepoint probability) and ggcpt_runlength() (the BOCPD run-length posterior heatmap).
  • New ggcpt_interactive() renders any result as a plotly widget.
  • New cpt_cite() returns the verified methodological reference(s) behind a result or method name.

Visualisation

  • autoplot.ggcpt() gains show_ci (draws changepoint-location confidence intervals from ci_lower/ci_upper) and show_fit (overlays the engine’s fitted signal), and renders multivariate results as faceted small-multiples.
  • geom_cpt_ci() migrated off the deprecated ggplot2::geom_errorbarh() to geom_errorbar(orientation = "y").
  • Unknown styling arguments passed through autoplot()/ggcptplot() now warn instead of being silently discarded, and plotting an empty ggcpt errors cleanly instead of producing infinite axis limits.

Bug fixes (audit items C1-C20; regression-tested)

  • cpt_detect(penalty = <number>) works for the changepoint-package methods (pelt, binseg, segneigh, amoc): a numeric penalty is now translated to the engine’s penalty = "Manual", pen.value = <number> instead of erroring with “Unknown Penalty” (#2).
  • binseg / segneigh no longer crash on short series that pass validation; the maximum number of segments Q is clamped to a length-safe value (#3).
  • augment() uses the engine’s fitted signal when the result carries one, instead of always the per-segment mean (#4).
  • augment() keeps all coordinates for a multivariate result instead of dropping everything but the first (#5).
  • The segments table’s start / n columns are integer, matching the documented schema (#6).
  • signal_mix() gains a minimum-n guard and filters its changepoint indices, so true_changepoints no longer contains 0, n, or duplicates for small n (#7).
  • autoplot() honours the index argument for multivariate results (#8).
  • cpt_batch() / ggcpt_compare() no longer crash with “factor level duplicated” when two series share a name, or the methods vector repeats (#9).
  • wbs returns an empty result instead of erroring when a manual threshold admits no changepoints (#10).
  • idetect returns an empty result on short series instead of erroring with “wrong sign in ‘by’ argument” (#11).
  • ecp_wrapper() no longer fabricates changepoints on no-change data (the positional boundary strip reversed c(1, n+1)), and no longer drops genuine changepoints in e.agglo’s wrap-around case (C1).
  • wbs_wrapper() now returns the sSIC model selection it documents; a manual threshold is recorded as the penalty actually used (C2).
  • Univariate wrappers and cpt_detect() now error on multi-column input instead of silently flattening it column-major (C3).
  • idetect_wrapper() returns an empty result on no-change data instead of erroring (C4).
  • tguh_wrapper() pins breakfast’s model selection to “ic”: no more spurious changepoint on constant data, no crash on short series, and the scalar-0 “no changepoints” sentinel is handled (C5).
  • glance() is always one row: fpop’s per-position cost vector no longer explodes the tibble, and $ partial matching no longer grabs unrelated fit elements (C6).
  • mosum_wrapper() records the numeric threshold as penalty$value (was the string “critical.value”) and implements its documented multiscale argument via mosum::multiscale.localPrune() (C7, C8).
  • cpt_detect() forwards change_in to NOT via contrast mapping and the result reports what actually ran (C9); penalty = "None" resolves to 0 for numeric-penalty engines (C10).
  • cpt_penalty("sSIC") implements the strengthened SIC k * log(n)^alpha (was 0.5 * k * log(n), weaker than BIC) (C11).
  • Metrics agree with the van den Burg-Williams conventions: an exactly correct empty prediction scores precision/recall/F1 = 1 (C12); empty predictions score the trivial-partition covering and chance-level ARI 0 (C13); out-of-range indices are dropped with a warning instead of crashing (C14); ggcpt_eval() uses the same one-to-one matching as cpt_metrics() and its “Miss” legend entry renders (C15).
  • ggcpt_compare() keeps a facet panel for every method, including those that found nothing, and no longer errors when no method finds anything (C16).
  • stat_changepoint() sorts by the x aesthetic before detecting (results were previously row-order dependent) and declares dropped_aes so building the plot is warning-free (C17).
  • signal_blocks() generates the true Donoho-Johnstone blocks signal (cumulative jumps, not absolute levels) (C18); simulated t-noise is rescaled so its standard deviation matches sd (C19); all signal generators validate their minimum lengths (C20).
  • cpt_wrapper(cp_method = "SegNeigh") falls back to the SIC penalty the engine supports instead of always erroring under the default; np results report change_in = "distribution"; meanvar results stay "meanvar" in the user’s vocabulary; ggecpplot() handles multivariate input without crashing.

Bug fixes (pre-release audit; regression-tested)

  • Every univariate wrapper now rejects multi-column input instead of silently flattening it column-major. The C3 fix had only reached the search-based wrappers, so smuce_wrapper(), cpop_wrapper(), bcp_wrapper(), bocpd_wrapper(), beast_wrapper(), cpm_wrapper(), decafs_wrapper(), strucchange_wrapper(), segmented_wrapper() and envcpt_wrapper() turned a 120x2 matrix into a 240-point series. The new cpt_crops() and cpt_stability() entry points guard the same way (R16).
  • segneigh no longer errors with “subscript out of bounds” on short series. The Q clamp added for #3 missed the engine’s real constraint: Segment Neighbourhood requires Q >= 3 regardless of length, so the clamped Q of 1 or 2 failed for every n < 8. Q is now clamped into the engine’s valid window (3 <= Q <= n - 2 for a mean change, floor(n / 2) + 1 when a variance is estimated per segment), and a series too short to admit any valid Q gets an actionable message naming the constraint instead of the engine’s internal error (R17).
  • A multivariate coordinate literally named index no longer crashes mv_data_wide() with “Column name index must not be duplicated”; it is made unique against the position column, so ecp, inspect, geomcp, ocd, npmojo, kcp and fastcpd all accept such data (R18).
  • NA changepoint indices from an engine are dropped rather than propagating into build_segments() as an “NA/NaN argument” error, and any engine-supplied extra columns (ci_lower, posterior_prob, …) stay row-aligned through the drop (R19).
  • cpt_penalty()’s "MBIC" no longer misattributes its formula to Zhang and Siegmund (2007), whose modified BIC penalty depends on the segment lengths and cannot be written as a function of n and k alone. The computed value is unchanged; the documentation now states what it is (BIC plus a combinatorial placement term) and how it differs.
  • Passing a wrapper’s own argument through cpt_detect() no longer errors with “formal argument … matched by multiple actual arguments”. The dispatcher derives some arguments from change_in and was passing them alongside the caller’s, so the documented ... passthrough was broken for not’s contrast, cpm’s cpm_type, kcp’s running_stat, sn’s parameter, fastcpd’s family and hsmuce’s family. A value supplied by the caller now wins over the derived one (R20).
  • Two enumerated engine options that could never succeed were removed (R21): smuce_wrapper(family = "poisson") — current stepR accepts no such family, so it always errored — and cpm_wrapper(cpm_type = "GLRAdjusted"), which cpm::processStream() rejects by printing an error and returning no changepoints, making it silently report “no changes” for any input. cpm_type = "FET" is retained and documented as needing 0/1 data plus a lambda value.
  • ocd_wrapper() no longer advertises univariate input: ocd’s detector cannot be constructed for a single coordinate (it fails with “subscript out of bounds”), so a bare vector now gets a message naming the requirement instead of the engine’s internal error (R22).
  • Degenerate input is handled the way the rest of the package already handled it. A constant series now returns the empty result instead of an opaque engine error (sn, kcp, npmojo, inspect) or, for segmented, a spurious kink recovered from a singular fit (R23).
  • A single constant coordinate no longer kills a multivariate run. inspect, npmojo and kcp standardise each coordinate, so one flat column (a dead sensor channel, say) made their statistics undefined and the whole call failed with “missing value where TRUE/FALSE needed” even when the other coordinates carried an obvious change. Flat coordinates are now dropped with a warning naming them, detection proceeds on the rest, reported locations stay in the original row space, and the dropped coordinates are still kept for plotting (R24).
  • kcp and sn explain themselves on series too short for their windows, instead of surfacing “wrong sign in ‘by’ argument” and “only 0’s may be mixed with negative subscripts” (R25).
  • print() and summary() no longer render penalties at full double precision or with a placeholder value: Penalty: Manual = 17.8459510605346 is now Manual = 17.846, and a penalty that carries no numeric value prints as MBIC rather than MBIC = NA.

Documentation

  • The README and all three vignettes were reviewed against the source and corrected. Notably: a geom_cpt_segment() example that could not run (it was given xintercept, but the geom needs x/xend/y/yend); DeCAFS and EnvCpt filed under multivariate methods when both are univariate; is_ggcpt() demonstrated on the input series rather than the result; a claim that only three engine packages are required; and a method-family count that disagreed between the package help, the README and the vignettes (all now six).
  • Figure alt text is now specific per figure instead of one generic string for every plot.

ggchangepoint 0.3.0

CRAN release: 2026-06-26

Documentation and coverage

  • The README now introduces every exported function, grouped by role, and the over-claimed gfpop engine (never wrapped) has been removed from it.
  • New feature-tour vignette (vignette("ggchangepoint")) walking the full exported surface, including the per-engine wrappers, theme_ggcpt(), and annotate_segments().
  • The package-level help (?ggchangepoint) was rewritten to describe the unified ggcpt framework and the current 13-method engine list (it previously still claimed “only three changepoint packages”).
  • New documentation-coverage test asserting every export appears in the README.

New features

Bug fixes

  • cpt_detect() no longer advertises 13 methods that errored at runtime; match.arg() now enumerates only the wired methods (B7).
  • cpt_detect() validates method × change_in combinations and errors with a clear message instead of silently mislabelling the result (B3).
  • signal_blocks() now produces the correct Blocks signal; the segment levels previously collapsed to a single step because the assignment loop ran in reverse (B1).
  • cpt_metrics() uses one-to-one matching, so recall and f1 can no longer exceed 1 (B2), and no longer warns on empty pred/truth (B6).
  • ecp_wrapper() returns a correct per-coordinate cp_value for matrix and data.frame input instead of a column-major flattened scalar (B4); cpt_detect() no longer flattens multivariate input before passing it to ecp.
  • stat_changepoint() maps detected indices back to the x aesthetic so rules land at the correct location on non-1:n axes (B5).
  • glance.ggcpt() now reports a measured runtime and populates total_cost from the underlying fit when available (B8).
  • augment.ggcpt() renames data columns position-independently, so it no longer breaks when the data carries more than two columns (B11).
  • cpt_simulate() @return now documents the seg_id column it actually returns (B9), and the dead show_segments parameter was removed from the internal plot helper (B10).

ggchangepoint 0.2.0

CRAN release: 2026-06-21

Major changes

Hardening (bug fixes)

  • ecp_wrapper() no-change bug fixed: spurious boundary changepoints and NA no longer emitted
  • size → linewidth migration: cptline_linewidth replaces deprecated cptline_size
  • match.arg() input validation added to all wrappers
  • Changepoint convention documented and aligned
  • “sytle” typo fixed → “style” in documentation
  • roxygen modernised to "_PACKAGE" sentinel
  • change_in = "np" alias added (keeps "cpt_np" for backward compatibility)
  • Full-height changepoint rule default; show_points auto-off above 500 obs
  • Optional index parameter for time-series axes

Testing

  • New testthat test suite with coverage for all new and hardened functions

ggchangepoint 0.1.0

CRAN release: 2022-02-24