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. See Li and Zhang (2026) <doi:10.18637/jss.v116.i06> for details.
| Version: |
1.0.0 |
| Depends: |
R (≥ 2.10) |
| Imports: |
glmnet, Matrix, methods, Rcpp (≥ 0.11.0), stats |
| LinkingTo: |
progress, Rcpp, RcppArmadillo, testthat |
| Suggests: |
ggplot2, gridExtra, knitr, matrixStats, mvtnorm, RcppArmadillo, rmarkdown, testthat (≥ 3.0.0), xml2 |
| Published: |
2026-06-16 |
| DOI: |
10.32614/CRAN.package.fastcpd |
| Author: |
Xingchi Li  [aut,
cre, cph],
Xianyang Zhang [aut, cph] |
| Maintainer: |
Xingchi Li <anthony.li.stat.tamu.edu at lixingchi.com> |
| BugReports: |
https://github.com/doccstat/fastcpd/issues |
| License: |
Apache License (≥ 2) |
| URL: |
https://fastcpd.xingchi.li, https://github.com/doccstat/fastcpd |
| NeedsCompilation: |
yes |
| Citation: |
fastcpd citation info |
| Materials: |
README, NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
fastcpd results |