changepoint swMATH ID: 7074 Software Authors: Rebecca Killick; Idris Eckley; Paul Fearnhead Description: R package changepoint: Analysis of Changepoint Models. Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean, cpt.var, cpt.meanvar functions should be your first point of call. Homepage: http://cran.r-project.org/web/packages/changepoint/index.html Source Code: https://github.com/cran/changepoint Dependencies: R Keywords: Changepoint Models; statistics Related Software: R; ecp; wbs; cpm; strucchange; bcp; FDRSeg; stepR; CRAN; mosum; cumSeg; Segmentor3IsBack; changepoint.np; breakfast; not; DNAcopy; ggplot2; fpop; Matlab; wavethresh Cited in: 41 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 100 Authors 4 Killick, Rebecca 3 Adams, Niall M. 2 Chatterjee, Subhashis 2 Eckley, Idris A. 2 Fryzlewicz, Piotr 2 Plasse, Joshua 2 Shukla, Ankur 2 Wu, Yuehua 1 Alsaker, Cody 1 Arlot, Sylvain 1 Aston, John A. D. 1 Badarna, Murad 1 Baranowski, Rafal 1 Bodenham, Dean A. 1 Bourguignon, Marcelo 1 Breidt, F. Jay 1 Celisse, Alain 1 Challenor, Peter G. 1 Chen, Xiaohui 1 Chen, YiNing 1 Cheon, Sooyoung 1 Cho, Giphil 1 Cleynen, Alice 1 Cruz Suárez, Hugo Adán 1 Ding, Yu 1 Duan, Qihong 1 Dudoit, Sandrine 1 Ezzat, Ahmed Aziz 1 Fasola, Salvatore 1 Fearnhead, Paul 1 Ferraz do Nascimento, Fernando 1 Goodfellow, Marc 1 Grundy, Thomas 1 G’sell, Max 1 Harchaoui, Zaid 1 Hayes, Kevin 1 Hegarty, Avril 1 Hernández, Belinda 1 Herrera Cortés, Silvia 1 Hirotsu, Chihiro 1 Hoeltgebaum, Henrique 1 Hyun, Sangwon 1 Jeong, Yong Dam 1 Jin, Baisuo 1 Jlassi, Ines 1 Jonathan, Philip 1 Juárez Hernández, Bulmaro 1 Jun, Mikyoung 1 Jung, Il Hyo 1 Kim, Sangil 1 Kirch, Claudia 1 Küchenhoff, Helmut 1 Lattanzi, Chiara 1 Lee, Jaejun 1 Leonelli, Manuele 1 Lim, Hwa Kyung 1 Liu, Junrong 1 Liu, Ling 1 Liu, Xinsheng 1 Lykou, R. 1 Madrid-Padilla, Oscar-Hernan 1 Majumdar, Anandamayee 1 McGonigle, Euan T. 1 Messer, Michael 1 Mestel, Benjamin D. 1 Mihaylov, Gueorgui 1 Mohammadi, Hossein 1 Montoril, Michel Helcias 1 Moura e Silva, Wyara Vanesa 1 Muggeo, Vito M. R. 1 Nunes, Matthew A. 1 Nyamundanda, Gift 1 Papadimitriou, Eleftheria 1 Parnell, Andrew C. 1 Pennington, Stephen R. 1 Pinheiro, Aluísio S. 1 Raftery, Adrian E. 1 Raveendran, Nishanthi 1 Rinaldo, Alessandro 1 Robin, Stéphane 1 Saracco, Jérôme 1 Shi, Xiaoping 1 Sofronov, Georgy Yu. 1 Tibshirani, Ryan J. 1 Tsaklidis, George M. 1 Tsuruta, Harukazu 1 van der Woerd, Mark J. 1 Vázquez-Guevara, Víctor Hugo 1 Vidakovic, Brani 1 Wang, Daren 1 Wang, Xiangsheng 1 Wei, Dongwei 1 Wolff, Ran 1 Xu, Min 1 Yamamoto, Shoichi 1 Yu, Mengjia 1 Yu, Yi 1 Yu, Yuncai 1 Zhao, Dengfu 1 Zhao, Piao all top 5 Cited in 26 Serials 6 Electronic Journal of Statistics 4 Statistics and Computing 2 Scandinavian Journal of Statistics 2 Journal of the American Statistical Association 2 Computational Statistics 2 Journal of Statistical Computation and Simulation 2 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 1 Physica A 1 Applied Mathematics and Computation 1 Asia-Pacific Journal of Operational Research 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Journal of Inequalities and Applications 1 Data Mining and Knowledge Discovery 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Brazilian Journal of Probability and Statistics 1 Journal of Machine Learning Research (JMLR) 1 Journal of the Korean Statistical Society 1 Statistical Analysis and Data Mining 1 The Annals of Applied Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Probability and Statistics 1 Sankhyā. Series B 1 Arabian Journal for Science and Engineering all top 5 Cited in 9 Fields 38 Statistics (62-XX) 4 Numerical analysis (65-XX) 4 Computer science (68-XX) 3 Probability theory and stochastic processes (60-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year