PiChange: Pi-Change: Change Point Detection with Prior-Informed Penalties

PI-Change is a prior-informed multiple change point detection method that incorporates prespecified plausible change point locations through a time-varying penalized likelihood. The method extends multiple change point detection beyond purely data-driven segmentation by allowing external knowledge about plausible change point locations to enter the objective function; see Jacobs and Chen (2026) <doi:10.48550/arXiv.2605.01003>.

Version: 0.0.6
Depends: R (≥ 4.1.0)
Imports: grid, ggplot2, Rcpp (≥ 1.0.10), rlang, stats
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-07-28
DOI: 10.32614/CRAN.package.PiChange (may not be active yet)
Author: Jonathon Jacobs [aut, cph], Shanshan Chen [aut, cre, cph]
Maintainer: Shanshan Chen <schen3 at vcu.edu>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: PiChange citation info
Materials: README, NEWS
CRAN checks: PiChange results

Documentation:

Reference manual: PiChange.html , PiChange.pdf
Vignettes: Getting Started with Pi-Change (source, R code)
Pi-Change: Google Mobility Application (source, R code)
Pi-Change: Oil Price Application (source, R code)

Downloads:

Package source: PiChange_0.0.6.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): PiChange_0.0.6.tgz, r-oldrel (arm64): PiChange_0.0.6.tgz, r-release (x86_64): PiChange_0.0.6.tgz, r-oldrel (x86_64): PiChange_0.0.6.tgz

Linking:

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