R: Comprehensive Regime Change Detection in Time Series

# Comprehensive Regime Change Detection in Time Series

## Documentation for package ‘RegimeChange’ version 0.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## 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