changepoint

Python bindings for important functionality of the rust library changepoint, a library for doing change point detection for steams of data.

Installation

Install via pip with

$ python3 -m pip install "changepoint"

Note: If there is no binary distribution for your OS, architecture, and Python version, you will need the Rust compiler to build the package and install a Python tool called Maturin:

curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
python3 -m pip install maturin

See rustup.rs for instructions on installing Rust.

Quick Docs

By convention in these docs and examples,

import changepoint as cpt

Models

Bocpd

The Bayesian change point detector, Bocpd, takes a prior distribution, aka one of

cpt.BetaBernoulli
cpt.NormalGamma
cpt.NormalInvChiSquared
cpt.NormalInvGamma
cpt.NormalInvWishart
cpt.PoissonGamma

Then, a Bocpd may be created:

cpd = cpt.Bocpd(
    prior=cpt.NormalGamma(),
    lam=12,
)

where the prior is a NormalGamma and the characteristic run length is 12.

Each step of the data stream, data, can be processed by

import random
import numpy as np

data = [random.gauss() for _ in range(30)] + [
    random.gauss(1, 2) for _ in range(30)
]

n = len(data)
change_point_history = np.zeros((n, n))
for i, x in enumerate(data):
    change_point_history[i, : i + 1] = cpd.step(x)

print(cpt.map_changepoints(change_point_history))

ArgpCpd

ArgpCpd has an implicit prior as it is a Gaussian Process of the form X_{i+1} = c X_{i-l-1, ..., i-1} + ε where c is the scale, X_{i-l-1, ..., i-1} is the previous vales in the sequence (l is the max-lag parameter), and ε is a white noise parameter. It behaves similarity to the Bocpd class; for example,

argp = cpt.ArgpCpd(logistic_hazard_h=-2, scale=3, noise_level=0.01)
n = len(data)
change_point_history = np.zeros((n + 1, n + 1))
xs = []
ys = []
for i, x in enumerate(data):
    cps = argp.step(x)
    change_point_history[i, : len(cps)] = cps

print(cpt.map_changepoints(change_point_history))

Example

An example IPython notebook can be found here.

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

3 maintainers

PyPI data
Data sourced directly from PyPI's database.
Avatar for bbbaaaxxx from gravatar.com bbbaaaxxx Avatar for KenSwanson from gravatar.com KenSwanson Avatar for schmidmt from gravatar.com schmidmt

Credits

Author: Redpoll

License

MIT License

Requires

Python <4, >=3.7

Tags

changepoint

Classifiers

Report project as malware

Metadata

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

3 maintainers

PyPI data
Data sourced directly from PyPI's database.
Avatar for bbbaaaxxx from gravatar.com bbbaaaxxx Avatar for KenSwanson from gravatar.com KenSwanson Avatar for schmidmt from gravatar.com schmidmt

Credits

Author: Redpoll

License

MIT License

Requires

Python <4, >=3.7

Tags

changepoint

Classifiers

Report project as malware

Release files for changepoint 0.4.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Built distributions (wheels)

Table of built distributions (wheels) for changepoint 0.4.0
File
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 503.9 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_17_s390x.manylinux2014_s390x.whl 527.0 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 674.5 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 488.2 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 484.7 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-pp311-pypy311_pp73-manylinux_2_5_i686.manylinux1_i686.whl 530.5 kB PyPy 3.11 PyPy 3.11 7.3 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-pp310-pypy310_pp73-manylinux_2_17_s390x.manylinux2014_s390x.whl 528.4 kB PyPy 3.10 PyPy 3.10 7.3 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-pp310-pypy310_pp73-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 675.4 kB PyPy 3.10 PyPy 3.10 7.3 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-pp310-pypy310_pp73-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 489.8 kB PyPy 3.10 PyPy 3.10 7.3 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-pp310-pypy310_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 486.3 kB PyPy 3.10 PyPy 3.10 7.3 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-pp39-pypy39_pp73-manylinux_2_17_s390x.manylinux2014_s390x.whl 528.8 kB PyPy 3.9 PyPy 3.9 7.3 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-pp39-pypy39_pp73-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 675.5 kB PyPy 3.9 PyPy 3.9 7.3 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-pp39-pypy39_pp73-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 490.0 kB PyPy 3.9 PyPy 3.9 7.3 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-pp39-pypy39_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 486.3 kB PyPy 3.9 PyPy 3.9 7.3 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp314-cp314-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 502.0 kB CPython 3.14 CPython 3.14 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp314-cp314-manylinux_2_5_i686.manylinux1_i686.whl 531.2 kB CPython 3.14 CPython 3.14 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp314-cp314-macosx_11_0_arm64.whl 428.6 kB CPython 3.14 CPython 3.14 macOS 11.0+ ARM64 Details
changepoint-0.4.0-cp313-cp313t-manylinux_2_17_s390x.manylinux2014_s390x.whl 524.9 kB CPython 3.13 CPython 3.13 free-threading Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp313-cp313t-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 669.2 kB CPython 3.13 CPython 3.13 free-threading Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp313-cp313t-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 485.6 kB CPython 3.13 CPython 3.13 free-threading Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp313-cp313t-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 482.4 kB CPython 3.13 CPython 3.13 free-threading Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp313-cp313-win_amd64.whl 327.1 kB CPython 3.13 CPython 3.13 Windows x86-64 Details
changepoint-0.4.0-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 502.6 kB CPython 3.13 CPython 3.13 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp313-cp313-manylinux_2_17_s390x.manylinux2014_s390x.whl 527.5 kB CPython 3.13 CPython 3.13 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp313-cp313-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 674.6 kB CPython 3.13 CPython 3.13 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp313-cp313-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 488.2 kB CPython 3.13 CPython 3.13 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp313-cp313-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 484.5 kB CPython 3.13 CPython 3.13 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp313-cp313-manylinux_2_5_i686.manylinux1_i686.whl 530.2 kB CPython 3.13 CPython 3.13 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp313-cp313-macosx_11_0_arm64.whl 428.0 kB CPython 3.13 CPython 3.13 macOS 11.0+ ARM64 Details
changepoint-0.4.0-cp312-cp312-win_amd64.whl 327.1 kB CPython 3.12 CPython 3.12 Windows x86-64 Details
changepoint-0.4.0-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 503.3 kB CPython 3.12 CPython 3.12 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp312-cp312-manylinux_2_17_s390x.manylinux2014_s390x.whl 527.2 kB CPython 3.12 CPython 3.12 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp312-cp312-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 673.9 kB CPython 3.12 CPython 3.12 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp312-cp312-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 488.1 kB CPython 3.12 CPython 3.12 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 484.3 kB CPython 3.12 CPython 3.12 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp312-cp312-manylinux_2_5_i686.manylinux1_i686.whl 530.3 kB CPython 3.12 CPython 3.12 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp312-cp312-macosx_11_0_arm64.whl 427.8 kB CPython 3.12 CPython 3.12 macOS 11.0+ ARM64 Details
changepoint-0.4.0-cp311-cp311-win_amd64.whl 326.0 kB CPython 3.11 CPython 3.11 Windows x86-64 Details
changepoint-0.4.0-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 503.6 kB CPython 3.11 CPython 3.11 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp311-cp311-manylinux_2_17_s390x.manylinux2014_s390x.whl 527.3 kB CPython 3.11 CPython 3.11 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp311-cp311-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 674.7 kB CPython 3.11 CPython 3.11 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp311-cp311-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 487.8 kB CPython 3.11 CPython 3.11 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp311-cp311-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 484.2 kB CPython 3.11 CPython 3.11 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp311-cp311-manylinux_2_5_i686.manylinux1_i686.whl 529.4 kB CPython 3.11 CPython 3.11 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp311-cp311-macosx_11_0_arm64.whl 433.4 kB CPython 3.11 CPython 3.11 macOS 11.0+ ARM64 Details
changepoint-0.4.0-cp310-cp310-win_amd64.whl 326.0 kB CPython 3.10 CPython 3.10 Windows x86-64 Details
changepoint-0.4.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 503.8 kB CPython 3.10 CPython 3.10 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp310-cp310-manylinux_2_17_s390x.manylinux2014_s390x.whl 527.4 kB CPython 3.10 CPython 3.10 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp310-cp310-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 674.9 kB CPython 3.10 CPython 3.10 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp310-cp310-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 488.3 kB CPython 3.10 CPython 3.10 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 484.5 kB CPython 3.10 CPython 3.10 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp310-cp310-manylinux_2_5_i686.manylinux1_i686.whl 529.7 kB CPython 3.10 CPython 3.10 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp39-cp39-win_amd64.whl 328.1 kB CPython 3.9 CPython 3.9 Windows x86-64 Details
changepoint-0.4.0-cp39-cp39-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 505.4 kB CPython 3.9 CPython 3.9 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp39-cp39-manylinux_2_17_s390x.manylinux2014_s390x.whl 529.1 kB CPython 3.9 CPython 3.9 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp39-cp39-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 677.5 kB CPython 3.9 CPython 3.9 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp39-cp39-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 489.8 kB CPython 3.9 CPython 3.9 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp39-cp39-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 486.3 kB CPython 3.9 CPython 3.9 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp39-cp39-manylinux_2_5_i686.manylinux1_i686.whl 532.1 kB CPython 3.9 CPython 3.9 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp38-cp38-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 504.6 kB CPython 3.8 CPython 3.8 Linux glibc 2.17+ x86-64 Details
changepoint-0.4.0-cp38-cp38-manylinux_2_17_s390x.manylinux2014_s390x.whl 528.6 kB CPython 3.8 CPython 3.8 Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp38-cp38-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 673.7 kB CPython 3.8 CPython 3.8 Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp38-cp38-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 489.3 kB CPython 3.8 CPython 3.8 Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp38-cp38-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 485.8 kB CPython 3.8 CPython 3.8 Linux glibc 2.17+ ARM64 Details
changepoint-0.4.0-cp38-cp38-manylinux_2_5_i686.manylinux1_i686.whl 531.6 kB CPython 3.8 CPython 3.8 Linux glibc 2.5+ x86-32 Details
changepoint-0.4.0-cp37-cp37m-manylinux_2_17_s390x.manylinux2014_s390x.whl 528.1 kB CPython 3.7 CPython 3.7 pymalloc Linux glibc 2.17+ IBM System/390x Details
changepoint-0.4.0-cp37-cp37m-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl 673.6 kB CPython 3.7 CPython 3.7 pymalloc Linux glibc 2.17+ PowerPC 64-le Details
changepoint-0.4.0-cp37-cp37m-manylinux_2_17_armv7l.manylinux2014_armv7l.whl 489.7 kB CPython 3.7 CPython 3.7 pymalloc Linux glibc 2.17+ ARMv7l Details
changepoint-0.4.0-cp37-cp37m-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 486.1 kB CPython 3.7 CPython 3.7 pymalloc Linux glibc 2.17+ ARM64 Details

Total release size: 35.6 MB

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Release files / changepoint-0.4.0-cp38-cp38-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl

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0.4.0 This release

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