Package: RegimeChange
Title: Comprehensive Regime Change Detection in Time Series
Version: 0.1.1
Authors@R: 
    person("José Mauricio", "Gómez Julián", , "isadorenabi@pm.me", role = c("aut", "cre"),
           comment = c(ORCID = "0009-0000-2412-3150"))
Description: A unified framework for detecting regime changes
        (changepoints) in time series data. Implements both frequentist
        methods including Cumulative Sum (CUSUM, Page (1954)
        <doi:10.1093/biomet/41.1-2.100>), Pruned Exact Linear Time
        (PELT, Killick, Fearnhead, and Eckley (2012)
        <doi:10.1080/01621459.2012.737745>), Binary Segmentation, and
        Wild Binary Segmentation, as well as Bayesian methods such as
        Bayesian Online Changepoint Detection (BOCPD, Adams and MacKay
        (2007) <doi:10.48550/arXiv.0710.3742> and Shiryaev-Roberts.
        Supports offline analysis for retrospective detection and
        online monitoring for real-time surveillance. Provides rigorous
        uncertainty quantification through confidence intervals and
        posterior distributions. Handles univariate and multivariate
        series with detection of changes in mean, variance, trend, and
        distributional properties.
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Depends: R (>= 4.0.0)
Imports: stats, ggplot2 (>= 3.4.0), rlang (>= 1.1.0), cli (>= 3.6.0),
        magrittr
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly, patchwork,
        covr, JuliaCall (>= 0.17.0), keras (>= 2.9.0), tensorflow (>=
        2.9.0), reticulate (>= 1.26)
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/IsadoreNabi/RegimeChange
BugReports: https://github.com/IsadoreNabi/RegimeChange/issues
LazyData: true
SystemRequirements: Julia (>= 1.6) for optional high-performance
        backend, Python (>= 3.8) with TensorFlow for deep learning
        methods
NeedsCompilation: no
Packaged: 2026-10-06 09:09:48 UTC; root
Author: José Mauricio Gómez Julián [aut, cre]
        (<https://orcid.org/0009-0000-2412-3150>)
Maintainer: José Mauricio Gómez Julián <isadorenabi@pm.me>
Config/pak/sysreqs: python3
Repository: https://isadorenabi.r-universe.dev
Date/Publication: 2026-07-31 20:08:36 UTC
RemoteUrl: https://github.com/IsadoreNabi/RegimeChange
RemoteRef: HEAD
RemoteSha: 8049c521ff0346187e78587ddeaaaee8240df52a