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  "Description": "Implements fast change point detection algorithm based on\nthe paper \"Sequential Gradient Descent and Quasi-Newton's\nMethod for Change-Point Analysis\" by Xianyang Zhang, Trisha\nDawn <https://proceedings.mlr.press/v206/zhang23b.html>. The\nalgorithm is based on dynamic programming with pruning and\nsequential gradient descent. The C++ core is also exposed\nthrough a standalone C++ library interface for non-R consumers.\nSee Li and Zhang (2026) <doi:10.18637/jss.v116.i06> for\ndetails.",
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    "detect_kcp",
    "detect_kernel",
    "detect_lasso",
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    "detect_mean",
    "detect_mean_variance",
    "detect_meanvariance",
    "detect_poisson",
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    "detect_quantile",
    "detect_quantile_regression",
    "detect_rank",
    "detect_var",
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    "estimate_variance",
    "estimate_variance_arma",
    "estimate_variance_linear_regression",
    "estimate_variance_lm",
    "estimate_variance_mean",
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    "fastcpd_ar",
    "fastcpd_arima",
    "fastcpd_arma",
    "fastcpd_binomial",
    "fastcpd_exponential",
    "fastcpd_garch",
    "fastcpd_kcp",
    "fastcpd_lasso",
    "fastcpd_lm",
    "fastcpd_mean",
    "fastcpd_meanvariance",
    "fastcpd_mv",
    "fastcpd_poisson",
    "fastcpd_quantile",
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    "fastcpd.arma",
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    "fastcpd.poisson",
    "fastcpd.quantile",
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    "fastcpd.var",
    "fastcpd.variance",
    "plot",
    "print",
    "show",
    "summary",
    "variance_arma",
    "variance_lm",
    "variance_mean",
    "variance_median",
    "variance.arma",
    "variance.lm",
    "variance.mean",
    "variance.median"
  ],
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      "title": "Bitcoin Market Price (USD)",
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      "title": "Confidence intervals for a fastcpd object",
      "topics": [
        "confint.fastcpd"
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    },
    {
      "page": "detect",
      "title": "Find change points efficiently",
      "topics": [
        "detect",
        "fastcpd"
      ]
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    {
      "page": "detect_ar",
      "title": "Find change points efficiently in AR(p) models",
      "topics": [
        "detect_ar",
        "fastcpd.ar",
        "fastcpd_ar"
      ]
    },
    {
      "page": "detect_arima",
      "title": "Find change points efficiently in ARIMA(p, d, q) models",
      "topics": [
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        "fastcpd.arima",
        "fastcpd_arima"
      ]
    },
    {
      "page": "detect_arma",
      "title": "Find change points efficiently in ARMA(p, q) models",
      "topics": [
        "detect_arma",
        "fastcpd.arma",
        "fastcpd_arma"
      ]
    },
    {
      "page": "detect_binomial",
      "title": "Find change points efficiently in logistic regression models",
      "topics": [
        "detect_binomial",
        "detect_logistic_regression",
        "fastcpd.binomial",
        "fastcpd_binomial"
      ]
    },
    {
      "page": "detect_exponential",
      "title": "Find change points efficiently in exponentially distributed data",
      "topics": [
        "detect_exponential",
        "fastcpd.exponential",
        "fastcpd_exponential"
      ]
    },
    {
      "page": "detect_family",
      "title": "Family-specific change point detection",
      "topics": [
        "detect_family",
        "fastcpd.family",
        "fastcpd_family"
      ]
    },
    {
      "page": "detect_garch",
      "title": "Find change points efficiently in GARCH(p, q) models",
      "topics": [
        "detect_garch",
        "fastcpd.garch",
        "fastcpd_garch"
      ]
    },
    {
      "page": "detect_kernel",
      "title": "Find change points efficiently via kernel change point detection",
      "topics": [
        "detect_kcp",
        "detect_kernel",
        "fastcpd.kcp",
        "fastcpd_kcp"
      ]
    },
    {
      "page": "detect_lasso",
      "title": "Find change points efficiently in penalized linear regression models",
      "topics": [
        "detect_lasso",
        "fastcpd.lasso",
        "fastcpd_lasso"
      ]
    },
    {
      "page": "detect_lm",
      "title": "Find change points efficiently in linear regression models",
      "topics": [
        "detect_linear_regression",
        "detect_lm",
        "fastcpd.lm",
        "fastcpd_lm"
      ]
    },
    {
      "page": "detect_mean",
      "title": "Find change points efficiently in mean change models",
      "topics": [
        "detect_mean",
        "fastcpd.mean",
        "fastcpd_mean"
      ]
    },
    {
      "page": "detect_meanvariance",
      "title": "Find change points efficiently in mean variance change models",
      "topics": [
        "detect_meanvariance",
        "detect_mean_variance",
        "fastcpd.meanvariance",
        "fastcpd.mv",
        "fastcpd_meanvariance",
        "fastcpd_mv"
      ]
    },
    {
      "page": "detect_poisson",
      "title": "Find change points efficiently in Poisson regression models",
      "topics": [
        "detect_poisson",
        "detect_poisson_regression",
        "fastcpd.poisson",
        "fastcpd_poisson"
      ]
    },
    {
      "page": "detect_quantile",
      "title": "Find change points efficiently in quantile regression models",
      "topics": [
        "detect_quantile",
        "detect_quantile_regression",
        "fastcpd.quantile",
        "fastcpd_quantile"
      ]
    },
    {
      "page": "detect_rank",
      "title": "Find change points efficiently via rank-based change point detection",
      "topics": [
        "detect_rank",
        "fastcpd.rank",
        "fastcpd_rank"
      ]
    },
    {
      "page": "detect_var",
      "title": "Find change points efficiently in VAR(p) models",
      "topics": [
        "detect_var",
        "fastcpd.var",
        "fastcpd_var"
      ]
    },
    {
      "page": "detect_variance",
      "title": "Find change points efficiently in variance change models",
      "topics": [
        "detect_variance",
        "fastcpd.variance",
        "fastcpd_variance"
      ]
    },
    {
      "page": "estimate_variance",
      "title": "Estimate variance for change point models",
      "topics": [
        "estimate_variance"
      ]
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      "title": "Variance estimation for ARMA model with change points",
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        "variance.arma",
        "variance_arma"
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