RegimeChange

0.1.1

Comprehensive Regime Change Detection in Time Series

1packages depend

1.7Kdownloads / year

44.4%test coverage

13/13checks pass

Overview

About

Maintained by José Mauricio Gómez JuliánFirst published 2026-02-131 releasesCRAN page ↗GitHub ↗

A unified framework for detecting regime changes (changepoints) in time series data. Implements both frequentist methods including Cumulative Sum (CUSUM, Page (1954) doi:10.1093/biomet/41.1-2.100), Pruned Exact Linear Time (PELT, Killick, Fearnhead, and Eckley (2012) doi:10.1080/01621459.2012.737745), Binary Segmentation, and Wild Binary Segmentation, as well as Bayesian methods such as Bayesian Online Changepoint Detection (BOCPD, Adams and MacKay (2007) doi:10.48550/arXiv.0710.3742 and Shiryaev-Roberts. Supports offline analysis for retrospective detection and online monitoring for real-time surveillance. Provides rigorous uncertainty quantification through confidence intervals and posterior distributions. Handles univariate and multivariate series with detection of changes in mean, variance, trend, and distributional properties.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("RegimeChange", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("IsadoreNabi/RegimeChange")

Development version from IsadoreNabi/RegimeChange. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-regimechange

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RegimeChange

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 12.3 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.15

44.4%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 4,059 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 73%
Documented parameters: 100%
Return-value docs: 100%
References docs: 24%

Downloads

1.7K

CRAN downloads in the past year

Rank #10,202 · ~5/day · ~138/mo

Releases R versions

Daily download trend is not available in this view yet.

39030 days

1K90 days

1.7K1 year

Compare downloads with other packages →

Also on42 r2u18 autocran

Repository

GitHub ↗ isadorenabi/regimechange

0Stars

0Forks

0Open issues

0Open PRs

1Releases

2Commits

1Contributors

2 commits · Last activity 2026-04-07

Releases over time

2026-04-07 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/isadorenabi/regimechange on 2026-07-26.

Reproducibility and dev environment (1)

data-raw/

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (5)

statsggplot2 rlang cli magrittr

LinkingTo (0)

none

Suggests (10)

testthat knitr rmarkdown plotly patchwork covr JuliaCall keras tensorflow (>= 2.9.0)reticulate

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

1indirect

FinanceGraphs

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

José Mauricio Gómez Julián

Author, Maintainer

Authors (1)

José Mauricio Gómez Julián

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.1Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-02-13
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.0.0
Bundled data: 33 KB / 4 files
Download size: 193 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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