Type: Package
Package: fastcpd
Title: Fast Change Point Detection via Sequential Gradient Descent
Version: 1.0.0
Authors@R: c(
    person("Xingchi", "Li", , "anthony.li.stat.tamu.edu@lixingchi.com", role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0006-2493-0853")),
    person("Xianyang", "Zhang", , "zhangxiany@stat.tamu.edu", role = c("aut", "cph"))
  )
Description: 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.
License: Apache License (>= 2)
URL: https://fastcpd.xingchi.li, https://github.com/doccstat/fastcpd
BugReports: https://github.com/doccstat/fastcpd/issues
Depends: R (>= 2.10)
Imports: glmnet, Matrix, methods, Rcpp (>= 0.11.0), stats
Suggests: ggplot2, gridExtra, knitr, matrixStats, mvtnorm,
        RcppArmadillo, rmarkdown, testthat (>= 3.0.0), xml2
LinkingTo: progress, Rcpp, RcppArmadillo, testthat
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/testthat/parallel: true
Config/testthat/start-first: examples-fastcpd_arima,
        examples-fastcpd_ts
Encoding: UTF-8
LazyData: true
Config/roxygen2/version: 8.0.0
NeedsCompilation: yes
Packaged: 2026-10-29 12:53:40 UTC; root
Author: Xingchi Li [aut, cre, cph] (ORCID:
        <https://orcid.org/0009-0006-2493-0853>), Xianyang Zhang [aut,
        cph]
Maintainer: Xingchi Li <anthony.li.stat.tamu.edu@lixingchi.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-06-16 11:38:55 UTC
RemoteUrl: https://github.com/cran/fastcpd
RemoteRef: HEAD
RemoteSha: 0b583848b2a8e585469c711e4ce161744deef4a2