fastcpd - Fast Change Point Detection via Sequential Gradient Descent
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.
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change-point-detectioncppcustom-functiongradient-descentlassolinear-regressionlogistic-regressionofflinepeltpenalized-regressionpoisson-regressionpypi-packagepythonpython3quasi-newtonstatisticstime-serieswarm-startopenblascppopenmp
7.16 score 24 stars 29 scripts 819 downloads
abseil - 'C++' Header Files and Compiled Library from 'Abseil'
Wraps the 'Abseil' 'C++' library for use by R packages. Provides both header files and a compiled static library ('libabsl.a') so that downstream packages can link non-header-only 'Abseil' components without recompiling the library themselves. Original files are from <https://github.com/abseil/abseil-cpp>. Patches are located at <https://github.com/doccstat/abseil-r/tree/main/local/patches>.
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3.18 score 1 stars 1 dependents 1 scripts 361 downloads