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.

Package details

AuthorAndrea Pagotto
MaintainerAndrea Pagotto <[email protected]>
Package repositoryView on CRAN
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ocp documentation built on Dec. 28, 2018, 1:04 a.m.