fastcpd
Fast Change Point Detection via Sequential Gradient Descent
Description
Implements fast change point detection algorithm based on the paper "Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis" by Xianyang Zhang, Trisha Dawn <https://proceedings.mlr.press/v206/zhang23b.html>. The algorithm is based on dynamic programming with pruning and sequential gradient descent. It is able to detect change points a magnitude faster than the vanilla Pruned Exact Linear Time(PELT). The package includes examples of linear regression, logistic regression, Poisson regression, penalized linear regression data, and whole lot more examples with custom cost function in case the user wants to use their own cost function.
Downloads
755
Last 30 days
4654th
755
Last 90 days
755
Last year
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
*
*
*
*
*
*
installed package size
installed size is 64.8Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 59.3Mb
installed package size
installed size is 66.0Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 60.5Mb
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 2.4Mb
*
*
*
*
*
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 64.8Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 59.3Mb
installed package size
installed size is 66.0Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 60.5Mb
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
doc 2.4Mb
help 1.8Mb
libs 2.4Mb