Changes in version 0.99.9 - Add JSS publication reference: Li and Zhang (2026) doi:10.18637/jss.v116.i06. - Update CITATION to include the Journal of Statistical Software article. - Add small shiny app. Changes in version 0.20.0 - Use templates generation. Changes in version 0.19.0 - Relicense from GPL-3.0 to Apache 2.0. Changes in version 0.18.0 - Release wheel for Python on Linux and macOS. Changes in version 0.17.0 - Introduce Python version. Changes in version 0.16.3 - Move fastcpd to the top in the README. Changes in version 0.16.2 (2025-04-25) - Remove natural language support. - Update mean variance cost function. - Use larger default trim value. Changes in version 0.16.1 (2025-03-20) - Skip tests on CRAN. Changes in version 0.16.0 (2025-03-13) - Performance improvement. - Less package dependencies. Changes in version 0.15.0 - Remove constants. - Add parameter variance_estimation allowing users to specify the variance or covariance matrix if known. Changes in version 0.14.7 - Simplify methods initialization. Changes in version 0.14.6 (2024-11-05) - Update package comparison and remove packages breaking seed setting. Changes in version 0.14.5 - Add pre-compiled vignettes. Changes in version 0.14.4 - Simplify code. - Expose fastcpd_impl API for use in other packages. Changes in version 0.14.3 (2024-04-26) - Skip certain tests on CRAN. Changes in version 0.14.2 - Fix CRAN noSuggests error. Changes in version 0.14.1 (2024-04-18) - Fix possible numeric issues on CRAN breaking updates of other packages. Changes in version 0.14.0 (2024-04-16) - Correct mBIC. - Add citation. Changes in version 0.13.2 - Remove package check in examples. - Use proper pruning coefficients for MBIC and MDL. - Make residuals matrices. - Use preprocess for faster mean change detection. - Update examples demonstrating faster mean change. - Replace comparison packages in vignettes with strange dependencies with results and eval = FALSE. Changes in version 0.13.1 (2024-04-01) - Default no pruning for lasso. - Comment out gfpop due to https://github.com/doccstat/fastcpd/issues/10. Changes in version 0.13.0 - Update all documentations. Changes in version 0.12.4 - Customizable and pretty plots. Changes in version 0.12.3 - Remove pruning parameter and replace with convexity_coef = -Inf. Changes in version 0.12.2 (2024-03-19) - Update vignettes. Changes in version 0.12.1 (2024-03-12) - Remove useless C++ codes. - Add more debug points in C++. - Add more examples for data well_log. - Add detection comparison for well_log data. - Add a variance estimator for median change. - Deprecate winsorize_minval and winsorize_maxval. Changes in version 0.12.0 - Add Rice estimation for ARMA model variance estimation. - Add time comparison using Well-log data in vignettes. Changes in version 0.11.3 - Add Rice estimator for mean change variance estimation. Changes in version 0.11.2 - Export variance estimator function for linear models. Changes in version 0.11.1 - Add package comparison with CptNonPar, gfpop, InspectChangepoint, jointseg, Rbeast and VARDetect. Changes in version 0.11.0 - Note: From now on, MBIC is used as the default penalty selection for beta parameter. - Add penalty selection criteria using 1. BIC: (p + 1) * log(nrow(data)) / 2 2. Modified BIC: (p + 2) * log(nrow(data)) / 2 with adjusted cost function. 3. MDL: (p + 2) * log(nrow(data)) / 2 with adjusted cost function. In the mean time, a numeric value can be passed to beta as well to explicitly specify the penalty for BIC. Changes in version 0.10.3 (2024-01-24) - Add package check in examples and tests. Changes in version 0.10.2 - Remove bcp according to Package ‘bcp’ was removed from the CRAN repository. Formerly available versions can be obtained from the archive. Archived on 2024-01-12 as email to the maintainer is undeliverable. A summary of the most recent check results can be obtained from the check results archive. Please use the canonical form https://CRAN.R-project.org/package=bcp to link to this page. Changes in version 0.10.1 (2024-01-09) - Increase test coverage. - Use interactive() to check if the current R session is interactive. Changes in version 0.10.0 (2023-12-21) - Add package comparison with other packages. Changes in version 0.9.8 - Preliminary support for ARMA(p, q) model with parameter order = c(p, q) and family "arma". - Add fastcpd.arma / fastcpd_arma for ARMA(p, q) model. - Add adaptive increasing beta values. Changes in version 0.9.7 - Add lower and upper parameters to denote the lower and upper bounds of the parameters. - Add line search. - Add hardcoded ARMA(3, 2). Changes in version 0.9.6 - Add bitcoin and well_log data. - Add residual calculation for mean family. - Add plots for bitcoin data. - Fix residual calculation for time series data when the seegments are too small. - Handle variance estimation errors. Changes in version 0.9.5 - Add wrapper functions of AR(p) family: fastcpd.ar / fastcpd_ar, ARIMA(p, d, q) family: fastcpd.arima / fastcpd_arima, GARCH(p, q) family: fastcpd.garch / fastcpd_garch, linear regression family: fastcpd.lm / fastcpd_lm, logistic regression family: fastcpd.binomial / fastcpd_binomial, poisson regression family: fastcpd.poisson / fastcpd_poisson, penalized linear regression family: fastcpd.lasso / fastcpd_lasso, MA(q) model: fastcpd.ma / fastcpd_ma, mean change: fastcpd.mean / fastcpd_mean, variance change: fastcpd.variance / fastcpd_variance, mean or variance change: fastcpd.meanvariance / fastcpd_meanvariance / fastcpd.mv / fastcpd_mv. - Replace "gaussian" family with "lm". - Add progress bar. - Fix design matrix from formula bug. Changes in version 0.9.4 - Fix sanity check. - Add small AR(1) data in gallery. - Fix VAR(p) model bug. - Add VAR(2) example in Gallery. - Remove commented code. Changes in version 0.9.3 - Deprecate "vanilla" family by vanilla_percentage parameter. - Add check utility functions. - Add MA(4) example. - Fix the bug when beta is updated but the old beta is still in use. - Remove tests estimating the variance in the "gaussian" family dynamically. - Merge beta updating into get_segment_statistics. Changes in version 0.9.2 - Add gallery to vignettes. - Remove cheatsheets pdf from the package. - Use forecast package for ARIMA model. - Use fGarch package for GARCH model. Changes in version 0.9.1 - Wrap && around || by parentheses. - Add ma(4) example using custom cost function. - Add full support for AR(p), MA(q) and ARIMA(p, d, q) models. Changes in version 0.9.0 (2023-10-19) - Submit for CRAN update. Changes in version 0.8.4 - Add cheatsheets. - Refactor code and utilize the cost_function_wrapper. - Optimize warm start. Changes in version 0.8.3 - Add fastcpd.ts / fastcpd_ts for time series data. - Fix pre segmengation bug for lasso. - Fix bug related to vanilla_percentage parameter for lasso. - Add tests with invalid family for fastcpd.ts. - Remove the cp_only = TRUE default when the family is "custom". - Improved plotting for "ar" and "var" families. - Add test coverage for cp_only = TRUE and fastcpd_ts. - Increase test coverage. - Provide user selection when ggplot2 is not installed. Changes in version 0.8.2 - Add cheatsheets WIP. - Add smaller examples test for penalized linear regression. Changes in version 0.8.1 - Add new "ar" family for autoregressive models. - Add new "var" family for vector autoregressive models. Changes in version 0.8.0 - Deal with the following: Due to the excessive calls to `glmnet` between R and C++, it is better to use the R implementation of `fastcpd` for lasso. - Separate the use of internal C++ cost functions and user-defined R cost functions. - Add Codecov Icicle plot in README. - Remove cost_optim and cost_update from RcppExports.R. - Estimate the variance in the "gaussian" family dynamically. Changes in version 0.7.6 - Move default cost functions definition inside the fastcpd definition. - Define constant unordered set to store the family sets. - Avoid using length(formals(cost)) to check the number of arguments of cost function. - Introduce an internal family "vanilla". Changes in version 0.7.5 - Add variance estimation example in linear regression. - Update reference page. - Add validation for family. - Add user selection when ggplot2 is not installed. - Add AR(1) using forecast example in the tests. Changes in version 0.7.4 - Update website UI. - Update fastcpd documentation. Changes in version 0.7.3 - Allow multiple response variables in the formula. - Add fastcpd logo to README. Changes in version 0.7.2 (2023-09-23) - Add suggested package checking in tests. - Try to solve the amazing clang-ASAN error on CRAN: Error in dyn.load(file, DLLpath = DLLpath, ...) : unable to load shared object '/data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so': /data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so: undefined symbol: _ZNK7Fortran7runtime10Terminator5CrashEPKcz Calls: ... asNamespace -> loadNamespace -> library.dynam -> dyn.load Changes in version 0.7.1 - Add package citation. Changes in version 0.7.0 (2023-09-21) - Remove C++ unit tests using catch and commented out the code since the new version of development version of Rcpp is not yet available on CRAN. Related pull request: https://github.com/RcppCore/Rcpp/pull/1274. - Add more documentation for fastcpd method. Changes in version 0.6.5 - Add more experiments. Changes in version 0.6.4 - Check warning messages in tests. - Further encapsulation of all FastcpdParameters members. Changes in version 0.6.3 - Add CRAN release badge. Changes in version 0.6.2 (2023-09-14) - Address CRAN comments. - Add more experiments. Changes in version 0.6.1 - Address CRAN comments. Changes in version 0.6.0 - Submit for CRAN release. Changes in version 0.5.7 - Fix loss function for custom mean or variance change. Changes in version 0.5.6 - Add stargazers in README. Changes in version 0.5.5 - Add example and test for multivariate mean shift. - Add example and test for multivariate variance change. - Add example and test for multivariate mean and variance change. - Add test for linear regression with multi-dimensional responses. Changes in version 0.5.4 - Fix bug when no change point is detected. Changes in version 0.5.3 - Add more experiments but commented out for the sake of test time without affecting the test coverage. - Add examples in README. - Add CRAN manual using R CMD Rd2pdf . --output=man/figures/manual.pdf --force --no-preview from stackoverflow. - Add example for multiple epochs using custom cost functions. - Add table of contents to README. Changes in version 0.5.2 - Add one-dimensional linear regression example with plot. Changes in version 0.5.1 - Prepare for CRAN release. Changes in version 0.5.0 - Rewrite the whole package in C++ except LASSO due to the excessive calls between R and C++ of glmnet. Changes in version 0.4.0 - Add the transition from vanilla PELT to SeN by using vanilla_percentage parameter. Changes in version 0.3.3 - Merge the implementation of vanilla PELT and SeN. - Encapsulate the implementation of binding new coefficients into the previous coefficients. - Rewrite fastcpd parameters updating in C++. Changes in version 0.3.2 - Integrate initialization and update for theta_hat, theta_sum and hessian. - Combine theta estimation into a single function. - Add a parameter vanilla_percentage to denote the method switching between vanilla PETL and SeN. - Add more documentation to cp_only parameter. - Add preparation for merging vanilla PELT with SeN. Changes in version 0.3.1 - Add examples as tests for fastcpd. - Rearrange C++ functions. - Add more precondition check. Changes in version 0.3.0 - Bump test coverage for class methods of fastcpd. Changes in version 0.2.9 - Fix Poisson regression bug related to lfactorial. Changes in version 0.2.8 - Make penalized linear regression estimated coefficients output sparse. Changes in version 0.2.7 - Fix mean change example bug. - Update documentation to redirect README to pkgdown generated webpage. - Add contact methods and ways to file a ticket. Changes in version 0.2.6 - Add C++ sanity check for Logistic regression data, i.e. binomial family. - Add examples as tests for fastcpd. - Rename C++ source files to follow Unix convention. - Update documentation link in README. Changes in version 0.2.5 - Hide internal functions from the documentation. - Export fastcpd class. Changes in version 0.2.4 - Add column name for thetas slot in fastcpd class. - Fix plot where residuals and responses appear in the same plot. - Default cp_only to FALSE. - Remove residuals from summary method. Changes in version 0.2.3 - Add missing examples for linear regression and LASSO. Changes in version 0.2.2 - Add more examples to illustrate the use of the fastcpd function. - Indicating internal functions so that the users should not use them. Changes in version 0.2.1 - Add more examples to the README. Changes in version 0.2.0 - Added a NEWS.md file to track changes to the package.