DESCRIPTION

Type: Package
Package: fastcpd
Title: Fast Change Point Detection via Sequential Gradient Descent
Version: 1.2.2
Authors@R: c(
    person("Xingchi", "Li", , "anthony.li.stat.tamu.edu@lixingchi.com", role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0006-2493-0853")),
    person("Xianyang", "Zhang", , "zhangxiany@stat.tamu.edu", role = c("aut", "cph"))
  )
Description: Implements fast change point detection algorithm based on the
    paper "Sequential Gradient Descent and Quasi-Newton's Method for
    Change-Point Analysis" by Xianyang Zhang, Trisha Dawn
    <https://proceedings.mlr.press/v206/zhang23b.html>. The algorithm is
    based on dynamic programming with pruning and sequential gradient
    descent. The C++ core is also exposed through a standalone C++ library
    interface for non-R consumers. See Li and Zhang (2026)
    <doi:10.18637/jss.v116.i06> for details.
License: Apache License (>= 2)
URL: https://fastcpd.xingchi.li, https://github.com/doccstat/fastcpd-r
BugReports: https://github.com/doccstat/fastcpd-r/issues
Depends:
    R (>= 2.10)
Imports:
    methods,
    Rcpp (>= 0.11.0),
    stats
Suggests:
    ggplot2,
    gridExtra,
    knitr,
    matrixStats,
    mvtnorm,
    RcppArmadillo,
    rmarkdown,
    testthat (>= 3.0.0),
    xml2
LinkingTo:
    abseil,
    Rcpp,
    RcppArmadillo,
    testthat
VignetteBuilder:
    knitr
Config/testthat/edition: 3
Config/testthat/parallel: true
Config/testthat/start-first: examples-fastcpd_arima
Encoding: UTF-8
LazyData: true
Config/roxygen2/version: 8.0.0