cpm: Sequential and Batch Change Detection Using Parametric and Nonparametric Methods
Version 2.2

Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points.

Getting started

Package details

AuthorGordon J. Ross
Date of publication2015-07-28 00:23:54
MaintainerGordon J. Ross <[email protected]>
LicenseGPL-3
Version2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cpm")

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cpm documentation built on May 29, 2017, 4:20 p.m.