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onlineCPD: Detect Changepoints in Multivariate Time Series
Detects multiple changepoints in uni- or multivariate time series data. The algorithm is based on Bayesian methods and detects changes on-line; i.e. the model updates with every observation rather than relying on retrospective segmentation. However, the user may choose to use the algorithm off- or on-line.
Getting started
Browse package contents
Package details |
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| Author | Zachary Zanussi <zachary9506@gmail.com> |
| Maintainer | Zachary Zanussi <zachary9506@gmail.com> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the onlineCPD package in your browser
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