ocp-package: Bayesian Online Changepoint Detection for Multivariate Data
In ocp: Bayesian Online Changepoint Detection
Description
Provides an implementation of Bayesian online changepoint detection. Handles multivariate and missing data. Computes the set of changepoints with highest probability in an online way (updating the results with each incoming point). Also provides post-processing functions with alternative ways to extract changepoints.
Author(s)
Pagotto, Andrea
ocp documentation built on May 2, 2019, 3:46 a.m.
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.
Description
Provides an implementation of Bayesian online changepoint detection. Handles multivariate and missing data. Computes the set of changepoints with highest probability in an online way (updating the results with each incoming point). Also provides post-processing functions with alternative ways to extract changepoints.
Author(s)
Pagotto, Andrea
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.