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 |
| 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) |
| 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 |
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