kcpRS
Kernel Change Point Detection on the Running Statistics
Description
The running statistics of interest is first extracted using a time window which is slid across the time series, and in each window, the running statistics value is computed. KCP (Kernel Change Point) detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then implemented to flag the change points on the running statistics (Cabrieto et al., 2018, <doi:10.1016/j.ins.2018.03.010>). Change points are located by minimizing a variance criterion based on the pairwise similarities between running statistics which are computed via the Gaussian kernel. KCP can locate change points for a given k number of change points. To determine the optimal k, the KCP permutation test is first carried out by comparing the variance of the running statistics extracted from the original data to that of permuted data. If this test is significant, then there is sufficient evidence for at least one change point in the data. Model selection is then used to determine the optimal k>0.
Downloads
207
Last 30 days
15999th
207
Last 90 days
207
Last year
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| 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 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| 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)
CRAN incoming feasibility
Maintainer: ‘Kristof Meers <kristof.meers+cran@kuleuven.be>’ The Description field contains detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Kristof Meers <kristof.meers+cran@kuleuven.be>’ The Description field contains detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
*
*
*
*
*
*
*
*
*
*
*
*
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Kristof Meers <kristof.meers+cran@kuleuven.be>’ The Description field contains detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Kristof Meers <kristof.meers+cran@kuleuven.be>’ The Description field contains detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.