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README.md
In ocd: High-Dimensional Multiscale Online Changepoint Detection
ocd: A package for high-dimensional multiscale online changepoint detection
Description
The ocd R package provides the S3 class ChangepointDetector that processes data sequentially and aims to detect change as soon as it occurs online subject to false alarm rates.
Installation
library(devtools)
install_github('wangtengyao/ocd')
References
Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.
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ocd documentation built on Oct. 23, 2020, 5:56 p.m.
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ocd: A package for high-dimensional multiscale online changepoint detection
Description
The ocd R package provides the S3 class ChangepointDetector that processes data sequentially and aims to detect change as soon as it occurs online subject to false alarm rates.
Installation
library(devtools)
install_github('wangtengyao/ocd')
References
Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.
Try the ocd package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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