Provides methods for detecting multiple change-points and segmenting univariate time series using Smallest Valid Partitioning (SVP). SVP searches for a partition with the smallest number of segments whose segments satisfy a user-defined or built-in validity test. Among partitions with the same number of segments, it minimizes a within-segment sum-of-squared-errors criterion.
| Version: | 0.2.0 |
| Imports: | Rcpp (≥ 1.0.10), stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | stepR, testthat (≥ 3.0.0) |
| Published: | 2026-09-30 |
| DOI: | 10.32614/CRAN.package.svpChange (may not be active yet) |
| Author: | Vincent Runge [aut, cre, cph], Alexandre Combeau [aut], Gaetano Romano [aut], Anica Kostic [ctb] |
| Maintainer: | Vincent Runge <vincent.runge at univ-evry.fr> |
| BugReports: | https://github.com/vrunge/svpChange/issues |
| License: | GPL-3 |
| URL: | https://github.com/vrunge/svpChange |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | svpChange results |
| Reference manual: | svpChange.html , svpChange.pdf |
| Package source: | svpChange_0.2.0.tar.gz |
| Windows binaries: | r-devel: svpChange_0.2.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): svpChange_0.2.0.tgz, r-oldrel (x86_64): svpChange_0.2.0.tgz |
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