online_cp: Online change point detection algorithm for normally...

In onlineBcp: Online Bayesian Methods for Change Point Analysis

Online change point detection algorithm for normally distributed data.

Description

Online change point detection algorithm for normally distributed data.

Usage

online_cp(x, theta = 0.9, alpha = 1, beta = 1, th_cp = 0.5, debug = FALSE)

Arguments

x	the normalized data
theta	the probability of occurrence of a change point, default 0.9
alpha	the hyperparameter of posterior distribution, default 1.0
beta	the hyperparameter of posterior distribution, default 1.0
th_cp	threshold level for the posterior distribution of change point, default 0.5
debug	a logical value, when TRUE, will print more information

Value

An object of the BayesCP class

onlineBcp documentation built on May 31, 2022, 5:06 p.m.