onlineCPD: Detect Changepoints in Multivariate Time Series

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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.

Author
Zachary Zanussi <zachary9506@gmail.com>
Date of publication
2016-08-23 20:00:17
Maintainer
Zachary Zanussi <zachary9506@gmail.com>
License
GPL-3
Version
1.0

View on CRAN

Man pages

const_hazard
Constant Hazard Function
findCP
Wisely Pick Changepoints
offlineCPD
Offline Bayesian Changepoint Detection
onlineCPD
Online Changepoint Detection
onlineCPD-package
onlineCPD
plot.oCPD
Plotting onlineCPD results
print.oCPD
Summarizing oCPD results
studentpdf
Student Probability Density Function
WalBelSentiment
Sentiment and Emotion Annotated Twitter Data from the Wales...

Files in this package

onlineCPD
onlineCPD/NAMESPACE
onlineCPD/data
onlineCPD/data/WalBelSentiment.rda
onlineCPD/data/WalBelTimes.rda
onlineCPD/data/WalBelEmotions.rda
onlineCPD/R
onlineCPD/R/str.oCPD.R
onlineCPD/R/onlineCPD-internal.R
onlineCPD/R/studentpdf.R
onlineCPD/R/findCP.R
onlineCPD/R/offlineCPD.R
onlineCPD/R/onlineCPD.R
onlineCPD/R/plot.oCPD.R
onlineCPD/R/const_hazard.R
onlineCPD/R/print.oCPD.R
onlineCPD/R/summary.oCPD.R
onlineCPD/MD5
onlineCPD/DESCRIPTION
onlineCPD/man
onlineCPD/man/findCP.Rd
onlineCPD/man/studentpdf.Rd
onlineCPD/man/plot.oCPD.Rd
onlineCPD/man/print.oCPD.Rd
onlineCPD/man/WalBelSentiment.Rd
onlineCPD/man/offlineCPD.Rd
onlineCPD/man/const_hazard.Rd
onlineCPD/man/onlineCPD.Rd
onlineCPD/man/onlineCPD-package.Rd