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Core API

cpt_detect()
Unified changepoint detection dispatcher
cpt_methods()
Introspect available changepoint detection methods
cpt_penalty()
Construct changepoint penalties
cpt_cite()
Cite the method behind a result
new_ggcpt()
Create a ggcpt object
is_ggcpt()
Test if an object is a ggcpt object
print(<ggcpt>)
Print a ggcpt object

Original wrappers

cpt_wrapper()
Changepoint wrapper
ecp_wrapper()
ecp wrapper

Search and pruning wrappers

fpop_wrapper()
FPOP wrapper — Functional Pruning Optimal Partitioning
wbs_wrapper()
WBS wrapper — Wild Binary Segmentation
wbs2_wrapper()
WBS2 wrapper — Wild Binary Segmentation 2
not_wrapper()
NOT wrapper — Narrowest-Over-Threshold
mosum_wrapper()
MOSUM wrapper — Moving Sum
idetect_wrapper()
Isolate-Detect wrapper
tguh_wrapper()
TGUH wrapper

Inference and slope wrappers

smuce_wrapper()
SMUCE / HSMUCE wrapper — multiscale changepoint inference
cpop_wrapper()
CPOP wrapper — optimal change-in-slope detection
cpt_crops() autoplot(<ggcpt_path>) print(<ggcpt_path>) tidy(<ggcpt_path>)
CROPS — the full penalty path of a penalised changepoint method

Bayesian wrappers

bcp_wrapper()
Bayesian changepoint wrapper (Barry-Hartigan product partition model)
bocpd_wrapper()
Bayesian online changepoint detection wrapper (BOCPD)
beast_wrapper()
BEAST wrapper — Bayesian estimation of abrupt change, seasonality, and trend

Nonparametric and sequential wrappers

cpm_wrapper()
Sequential change point model wrapper (CPM)
kcp_wrapper()
Kernel changepoint wrapper (KCP on running statistics)
npmojo_wrapper()
Nonparametric MOSUM wrapper (NP-MOJO)
sn_wrapper()
Self-normalisation wrapper (SNSeg)

Robust and model-selection wrappers

decafs_wrapper()
DeCAFS wrapper — changes amid drift and autocorrelated noise
envcpt_wrapper()
EnvCpt wrapper — changepoints versus trends versus autocorrelation
fastcpd_wrapper()
fastcpd wrapper — fast changepoint detection via sequential gradient descent

Multivariate and high-dimensional wrappers

inspect_wrapper()
inspect wrapper — high-dimensional changepoints via sparse projection
ocd_wrapper()
ocd wrapper — online high-dimensional changepoint detection
geomcp_wrapper()
Geometrically-inspired multivariate changepoint wrapper (geomcp)

Regression-break wrappers

strucchange_wrapper()
Bai-Perron structural break wrapper (strucchange)
segmented_wrapper()
Broken-line regression wrapper (segmented)

broom methods

tidy(<ggcpt>)
Tidy a ggcpt object
glance(<ggcpt>)
Glance at a ggcpt object
augment(<ggcpt>)
Augment a ggcpt object
summary(<ggcpt>) print(<summary.ggcpt>)
Summary of a ggcpt object

Additional S3 methods

Theming and helpers

theme_ggcpt()
ggchangepoint theme
annotate_segments()
Annotate segments with alternating shading

Visualization

autoplot(<ggcpt>)
Autoplot a ggcpt object
ggcptplot()
Plot for the changepoint package
ggecpplot()
Plot for the ecp package
geom_changepoint()
Changepoint vertical rules geom
geom_cpt_segment()
Changepoint segment level geom
geom_cpt_ci()
Changepoint confidence interval geom
stat_changepoint()
Changepoint detection stat
ggcpt_posterior()
Posterior probability plot for Bayesian results
ggcpt_runlength()
Run-length posterior heatmap for Bayesian online results
ggcpt_interactive()
Interactive changepoint plot

Method comparison, batch, and stability

ggcpt_compare()
Compare multiple changepoint detection methods
ggcpt_compare_table()
Comparison table
cpt_batch() print(<ggcpt_batch>) tidy(<ggcpt_batch>) autoplot(<ggcpt_batch>)
Batch changepoint detection over many series
cpt_stability() print(<ggcpt_stability>) autoplot(<ggcpt_stability>)
Changepoint stability diagnostics via bootstrap

Evaluation

cpt_metrics()
Changepoint accuracy metrics
cpt_metrics_annotated()
Multi-annotator evaluation
ggcpt_eval()
Evaluation visualization

Simulation and data

cpt_simulate() rcpt()
Generate simulated changepoint data
signal_blocks()
Blocks test signal
signal_fms()
FMS (Four-Metric-Segments) test signal
signal_mix()
Mix test signal
signal_teeth()
Teeth test signal
signal_stairs()
Stairs test signal

Re-exports

reexports tidy glance augment autoplot as_tibble
Objects exported from other packages