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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>.

Versions across snapshots

VersionRepositoryFileSize
0.0.6 rolling linux/jammy R-4.5 PiChange_0.0.6.tar.gz 503.8 KiB
0.0.6 rolling linux/noble R-4.5 PiChange_0.0.6.tar.gz 505.1 KiB
0.0.6 rolling source/ R- PiChange_0.0.6.tar.gz 401.3 KiB
0.0.6 latest linux/jammy R-4.5 PiChange_0.0.6.tar.gz 503.8 KiB
0.0.6 latest linux/noble R-4.5 PiChange_0.0.6.tar.gz 505.1 KiB
0.0.6 latest source/ R- PiChange_0.0.6.tar.gz 401.3 KiB
0.0.6 2026-04-23 source/ R- PiChange_0.0.6.tar.gz 0 B

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