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ocp: Bayesian Online Changepoint Detection
Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <arXiv:0710.3742> for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.
Getting started
Browse package contents
Package details |
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| Author | Andrea Pagotto |
| Maintainer | Andrea Pagotto <ajpagotto@gmail.com> |
| License | GPL-3 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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