Software

Software and code related to Vincent Runge’s research.

My Rcpp packages

svpChange

An implementation of smallest valid partitioning for multiple change-point detection.

GitHub repository · SVP preprint

DUST

A duality-based pruning method for exact multiple change-point detection.

GitHub repository · DUST preprint

slopeOP

An R package for change-in-slope optimal partitioning in a finite-size parameter space.

GitHub repository · CRAN · Preprint

gfpop

An R package for univariate graph-constrained change-point detection.

GitHub repository · CRAN · Publication

Participation to other packages

focus and focus-cpt

R and Python packages for fast online changepoint detection, created and mainly contributed to by Gaetano Romano.

GitHub repository

splineOP

Quadratic-spline time-series compression software, with Nicolas Cecchi as the main contributor.

GitHub repository · Publication

HOP

Hadamard Optimal Partitioning for change-point detection in Hadamard spaces, with Charles Truong as the main contributor.

GitHub repository · Publication

GeomFPOP

Code for geometric functional pruning optimal partitioning, with Liudmila Pishchagina as the main contributor.

GitHub repository · Computo publication