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Showing content from http://cran.rstudio.com/web/packages/uwot/../Rcpp/../RcppFastAD/../Rcpp/../fastcpd/news/news.html below:

NEWS

• Remove natural language support.
• Update mean variance cost function.
• Use larger default trim value.

• Skip tests on CRAN.

• Performance improvement.
• Less package dependencies.

• Remove constants.
• Add parameter variance_estimation allowing users to specify the variance or covariance matrix if known.

• Simplify methods initialization.

• Update package comparison and remove packages breaking seed setting.

• Add pre-compiled vignettes.

• Simplify code.
• Expose fastcpd_impl API for use in other packages.

• Skip certain tests on CRAN.

• Fix CRAN noSuggests error.

• Fix possible numeric issues on CRAN breaking updates of other packages.

• Correct mBIC.
• Add citation.

• Remove package check in examples.
• Use proper pruning coefficients for MBIC and MDL.
• Make residuals matrices.
• Use preprocess for faster mean change detection.
• Update examples demonstrating faster mean change.
• Replace comparison packages in vignettes with strange dependencies with results and eval = FALSE.

• Default no pruning for lasso.
• Comment out gfpop due to https://github.com/doccstat/fastcpd/issues/10.

• Update all documentations.

• Customizable and pretty plots.

• Remove pruning parameter and replace with convexity_coef = -Inf.

• Update vignettes.

• Remove useless C++ codes.
• Add more debug points in C++.
• Add more examples for data well_log.
• Add detection comparison for well_log data.
• Add a variance estimator for median change.
• Deprecate winsorize_minval and winsorize_maxval.

• Add Rice estimation for ARMA model variance estimation.
• Add time comparison using Well-log data in vignettes.

• Add Rice estimator for mean change variance estimation.

• Export variance estimator function for linear models.

• Add package comparison with CptNonPar, gfpop, InspectChangepoint, jointseg, Rbeast and VARDetect.

• Note: From now on, MBIC is used as the default penalty selection for beta parameter.

• Add penalty selection criteria using

  1. BIC: (p + 1) * log(nrow(data)) / 2
  2. Modified BIC: (p + 2) * log(nrow(data)) / 2 with adjusted cost function.
  3. MDL: (p + 2) * log(nrow(data)) / 2 with adjusted cost function.

  In the mean time, a numeric value can be passed to beta as well to explicitly specify the penalty for BIC.

• Add package check in examples and tests.

• Remove bcp according to

  Package ‘bcp’ was removed from the CRAN repository.
  
  Formerly available versions can be obtained from the archive.
  
  Archived on 2024-01-12 as email to the maintainer is undeliverable.
  
  A summary of the most recent check results can be obtained from the check results archive.
  
  Please use the canonical form https://CRAN.R-project.org/package=bcp to link to this page.

• Increase test coverage.
• Use interactive() to check if the current R session is interactive.

• Add package comparison with other packages.

• Add small shiny app.

• Preliminary support for ARMA(p, q) model with parameter order = c(p, q) and family "arma".
• Add fastcpd.arma / fastcpd_arma for ARMA(p, q) model.
• Add adaptive increasing beta values.

• Add lower and upper parameters to denote the lower and upper bounds of the parameters.
• Add line search.
• Add hardcoded ARMA(3, 2).

• Add bitcoin and well_log data.
• Add residual calculation for mean family.
• Add plots for bitcoin data.
• Fix residual calculation for time series data when the seegments are too small.
• Handle variance estimation errors.

• Add wrapper functions of AR(p) family: fastcpd.ar / fastcpd_ar, ARIMA(p, d, q) family: fastcpd.arima / fastcpd_arima, GARCH(p, q) family: fastcpd.garch / fastcpd_garch, linear regression family: fastcpd.lm / fastcpd_lm, logistic regression family: fastcpd.binomial / fastcpd_binomial, poisson regression family: fastcpd.poisson / fastcpd_poisson, penalized linear regression family: fastcpd.lasso / fastcpd_lasso, MA(q) model: fastcpd.ma / fastcpd_ma, mean change: fastcpd.mean / fastcpd_mean, variance change: fastcpd.variance / fastcpd_variance, mean or variance change: fastcpd.meanvariance / fastcpd_meanvariance / fastcpd.mv / fastcpd_mv.
• Replace "gaussian" family with "lm".
• Add progress bar.
• Fix design matrix from formula bug.

• Fix sanity check.
• Add small AR(1) data in gallery.
• Fix VAR(p) model bug.
• Add VAR(2) example in Gallery.
• Remove commented code.

• Deprecate “vanilla” family by vanilla_percentage parameter.
• Add check utility functions.
• Add MA(4) example.
• Fix the bug when beta is updated but the old beta is still in use.
• Remove tests estimating the variance in the “gaussian” family dynamically.
• Merge beta updating into get_segment_statistics.

• Add gallery to vignettes.
• Remove cheatsheets pdf from the package.
• Use forecast package for ARIMA model.
• Use fGarch package for GARCH model.

• Wrap && around || by parentheses.
• Add ma(4) example using custom cost function.
• Add full support for AR(p), MA(q) and ARIMA(p, d, q) models.

• Submit for CRAN update.

• Add cheatsheets.
• Refactor code and utilize the cost_function_wrapper.
• Optimize warm start.

• Add fastcpd.ts / fastcpd_ts for time series data.
• Fix pre segmengation bug for lasso.
• Fix bug related to vanilla_percentage parameter for lasso.
• Add tests with invalid family for fastcpd.ts.
• Remove the cp_only = TRUE default when the family is “custom”.
• Improved plotting for “ar” and “var” families.
• Add test coverage for cp_only = TRUE and fastcpd_ts.
• Increase test coverage.
• Provide user selection when ggplot2 is not installed.

• Add cheatsheets WIP.
• Add smaller examples test for penalized linear regression.

• Add new “ar” family for autoregressive models.
• Add new “var” family for vector autoregressive models.

• Deal with the following:

  Due to the excessive calls to `glmnet` between R and C++,
  it is better to use the R implementation of `fastcpd` for lasso.

• Separate the use of internal C++ cost functions and user-defined R cost functions.

• Add Codecov Icicle plot in README.

• Remove cost_optim and cost_update from RcppExports.R.

• Estimate the variance in the “gaussian” family dynamically.

• Move default cost functions definition inside the fastcpd definition.
• Define constant unordered set to store the family sets.
• Avoid using length(formals(cost)) to check the number of arguments of cost function.
• Introduce an internal family “vanilla”.

• Add variance estimation example in linear regression.
• Update reference page.
• Add validation for family.
• Add user selection when ggplot2 is not installed.
• Add AR(1) using forecast example in the tests.

• Update website UI.
• Update fastcpd documentation.

• Allow multiple response variables in the formula.
• Add fastcpd logo to README.

• Add suggested package checking in tests.

• Try to solve the amazing clang-ASAN error on CRAN:

  Error in dyn.load(file, DLLpath = DLLpath, ...) :
    unable to load shared object '/data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so':
    /data/gannet/ripley/R/test-clang/mvtnorm/libs/mvtnorm.so: undefined symbol: _ZNK7Fortran7runtime10Terminator5CrashEPKcz
  Calls: <Anonymous> ... asNamespace -> loadNamespace -> library.dynam -> dyn.load

• Add package citation.

• Remove C++ unit tests using catch and commented out the code since the new version of development version of Rcpp is not yet available on CRAN. Related pull request: https://github.com/RcppCore/Rcpp/pull/1274.
• Add more documentation for fastcpd method.

• Add more experiments.

• Check warning messages in tests.
• Further encapsulation of all FastcpdParameters members.

• Add CRAN release badge.

• Address CRAN comments.
• Add more experiments.

• Address CRAN comments.

• Submit for CRAN release.

• Fix loss function for custom mean or variance change.

• Add stargazers in README.

• Add example and test for multivariate mean shift.
• Add example and test for multivariate variance change.
• Add example and test for multivariate mean and variance change.
• Add test for linear regression with multi-dimensional responses.

• Fix bug when no change point is detected.

• Add more experiments but commented out for the sake of test time without affecting the test coverage.
• Add examples in README.
• Add CRAN manual using R CMD Rd2pdf . --output=man/figures/manual.pdf --force --no-preview from stackoverflow.
• Add example for multiple epochs using custom cost functions.
• Add table of contents to README.

• Add one-dimensional linear regression example with plot.

• Prepare for CRAN release.

• Rewrite the whole package in C++ except LASSO due to the excessive calls between R and C++ of glmnet.

• Add the transition from vanilla PELT to SeN by using vanilla_percentage parameter.

• Merge the implementation of vanilla PELT and SeN.
• Encapsulate the implementation of binding new coefficients into the previous coefficients.
• Rewrite fastcpd parameters updating in C++.

• Integrate initialization and update for theta_hat, theta_sum and hessian.
• Combine theta estimation into a single function.
• Add a parameter vanilla_percentage to denote the method switching between vanilla PETL and SeN.
• Add more documentation to cp_only parameter.
• Add preparation for merging vanilla PELT with SeN.

• Add examples as tests for fastcpd.
• Rearrange C++ functions.
• Add more precondition check.

• Bump test coverage for class methods of fastcpd.

• Fix Poisson regression bug related to lfactorial.

• Make penalized linear regression estimated coefficients output sparse.

• Fix mean change example bug.
• Update documentation to redirect README to pkgdown generated webpage.
• Add contact methods and ways to file a ticket.

• Add C++ sanity check for Logistic regression data, i.e. binomial family.
• Add examples as tests for fastcpd.
• Rename C++ source files to follow Unix convention.
• Update documentation link in README.

• Hide internal functions from the documentation.
• Export fastcpd class.

• Add column name for thetas slot in fastcpd class.
• Fix plot where residuals and responses appear in the same plot.
• Default cp_only to FALSE.
• Remove residuals from summary method.

• Add missing examples for linear regression and LASSO.

• Add more examples to illustrate the use of the fastcpd function.
• Indicating internal functions so that the users should not use them.

• Add more examples to the README.

• Added a NEWS.md file to track changes to the package.

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