Comprehensive Regime Change Detection in Time Series

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Documentation for package ‘RegimeChange’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

RegimeChange-package	RegimeChange: Comprehensive Regime Change Detection in Time Series
adjusted_rand_index	Adjusted Rand Index
autoencoder_detect	Autoencoder-based Changepoint Detection
benchmark_backends	Benchmark Julia vs R Performance
binary_segmentation	Binary Segmentation Changepoint Detection
bocpd	Bayesian Online Changepoint Detection
compare_methods	Compare Multiple Detection Methods
constant_hazard	Constant Hazard Prior (Alias for Geometric)
covering_metric	Covering Metric
cpc_detect	Contrastive Predictive Coding for Changepoint Detection
crops_detect	CROPS - Changepoints for a Range of Penalties
cusum	CUSUM Changepoint Detection
detect_pelt	Detect changepoints using enhanced PELT algorithm
detect_regimes	Detect Regime Changes in Time Series
economic_cycles	Economic Cycles Dataset
edivisive_detect	E-Divisive Changepoint Detection
ensemble_dl_detect	Ensemble Deep Learning Detection
evaluate	Evaluate Changepoint Detection Results
evaluation	Evaluation Metrics for Changepoint Detection
f1_score	F1 Score with Tolerance
fpop_detect	FPOP - Functional Pruning Optimal Partitioning
geometric_hazard	Geometric Hazard Prior
hausdorff_distance	Hausdorff Distance Between Changepoint Sets
industrial_sensor	Industrial Sensor Dataset
init_julia	Initialize Julia Backend
inverse_gamma_var	Inverse-Gamma Prior for Variance Only
julia_available	Check if Julia Backend is Available
julia_status	Get Julia Backend Status
kernel_cpd_detect	Kernel-based Changepoint Detection
mean_absolute_error	Mean Absolute Error for Changepoints
negbin_hazard	Negative Binomial Hazard Prior
normal_gamma	Normal-Gamma Prior for Unknown Mean and Variance
normal_known_var	Normal Prior for Unknown Mean with Known Variance
normal_wishart	Normal-Wishart Prior for Multivariate Data
not_detect	NOT - Narrowest-Over-Threshold Changepoint Detection
pelt	Detect changepoints using PELT algorithm
plot.regime_result	Plot Regime Change Detection Results
plot_compare	Plot Multiple Results for Comparison
plot_interactive	Create Interactive Plot
plot_summary	Create Multi-Panel Summary Plot
poisson_gamma	Gamma-Poisson Prior for Count Data
precision_score	Precision Score with Tolerance
rand_index	Rand Index for Segmentation
recall_score	Recall Score with Tolerance
RegimeChange	RegimeChange: Comprehensive Regime Change Detection in Time Series
regime_detector	Create Online Regime Detector
reset	Reset a detector to its initial state
reset.regime_detector	Reset a detector to its initial state
rmse_changepoints	RMSE for Changepoints
shiryaev_roberts	Shiryaev-Roberts Changepoint Detection
simulated_changepoints	Simulated Changepoints Benchmark Dataset
sparse_projection_cpd	Sparse Projection Changepoint Detection
tcn_detect	TCN-based Changepoint Detection
transformer_detect	Transformer-based Changepoint Detection
update.regime_detector	Update Online Detector with New Observation
well_log	Well Log Dataset
wild_binary_segmentation	Wild Binary Segmentation