changepointGA: An R package for Fast Changepoint Detection via Genetic Algorithm (opens in new tab)

Detecting changepoints in a time series of length $N$ entails evaluating up to $2^{N-1}$ possible changepoint models, making exhaustive enumeration computationally infeasible. Genetic algorithms (GAs) provide a stochastic way to identify the structural changes: a population of candidate models evolves via selection, crossover, and mutation operators until it converges on one changepoint model that balances the goodness-of-fit with parsimony....