robcp

0.3.10

Robust Change-Point Tests

1packages depend

2.8Kdownloads / year

82.5%test coverage

13/13checks pass

Overview

About

Maintained by Sheila GoerzFirst published 2019-06-0413 releasesCRAN page ↗

Provides robust methods to detect change-points in uni- or multivariate time series. They can cope with corrupted data and heavy tails. Focus is on the detection of abrupt changes in location, but changes in the scale or dependence structure can be detected as well. This package provides tests for change detection in uni- and multivariate time series based on Huberized versions of CUSUM tests proposed in Duerre and Fried (2019) DOI:10.48550/arXiv.1905.06201, and tests for change detection in univariate time series based on 2-sample U-statistics or 2-sample U-quantiles as proposed by Dehling et al. (2015) DOI:10.1007/978-1-4939-3076-0_12 and Dehling, Fried and Wendler (2020) DOI:10.1093/biomet/asaa004. Furthermore, the packages provides tests on changes in the scale or the correlation as proposed in Gerstenberger, Vogel and Wendler (2020) DOI:10.1080/01621459.2019.1629938, Dehling et al. (2017) DOI:10.1017/S026646661600044X, and Wied et al. (2014) DOI:10.1016/j.csda.2013.03.005.

Install

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

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

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

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-robcp

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-robcp

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

Health

CRAN checks

13OK

Slowest check: 3.0 min · r-oldrel-windows-x86_64

Check history

OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

2.8K

CRAN downloads in the past year

Rank #15,899 · ~8/day · ~235/mo

robcp Releases R versions

Daily download trend is not available in this view yet.

22330 days

69290 days

2.8K1 year

Compare downloads with other packages →

Also on469 r2u43 autocran68 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.3.1

Imports (5)

methodsRcppMASSmvtnorm pracma

LinkingTo (1)

Rcpp

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

SChangeBlock

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Sheila Goerz

Author, Maintainer

Authors (2)

Sheila Goerz

Author, Maintainer

Alexander Duerre

Author

Contributors (1)

Roland Fried

Contributor, Thesis advisor · added in 0.3.8

Package Timeline

13 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.3.10Latest
2026-01-10 · current release · diff ↗
0.3.9
2025-06-25 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.3.8
2025-04-09 · diff ↗
unarchivedReturned to CRAN
2025-04-09
R
R 4.4.0 released · 2024-04-24
archivedRemoved from CRAN
2024-04-08
issues were not corrected in time
R
R 4.3.0 released · 2023-04-21
0.3.7
2022-09-16 · diff ↗
0.3.6
2022-05-03 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.3.5
2022-03-30 · diff ↗
0.3.4
2022-03-23 · diff ↗
0.3.3
2021-10-30 · diff ↗
unarchivedReturned to CRAN
2021-10-30

Show 11 earlier events

archivedRemoved from CRAN
2021-09-26
check problems were not corrected in time
0.3.2
2021-09-20 · diff ↗
0.3.1
2021-09-12 · diff ↗
unarchivedReturned to CRAN
2021-09-12
R
R 4.1.0 released · 2021-05-18
archivedRemoved from CRAN
2021-04-14
check problems were not corrected in time
0.3.0
2021-03-31 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.2.5
2020-01-24 · diff ↗
0.2.4
2019-06-04
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-06-04
Total releases: 13 / 7 yrs
License: GPL-3 OSI
Download size: 1.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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