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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)

  • 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.

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