onlineCPD: Detect Changepoints in Multivariate Time Series
Version 1.0

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.

Browse man pages Browse package API and functions Browse package files

AuthorZachary Zanussi <zachary9506@gmail.com>
Date of publication2016-08-23 20:00:17
MaintainerZachary Zanussi <zachary9506@gmail.com>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("onlineCPD")

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...

Functions

WalBelEmotions Man page
WalBelSentiment Man page
WalBelTimes Man page
const_hazard Man page
findCP Man page
offlineCPD Man page
onlineCPD Man page
onlineCPD-package Man page
onlineCPDpackage Man page
plot.oCPD Man page
print.oCPD Man page
str.oCPD Man page
studentpdf Man page
summary.oCPD Man page

Files

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
onlineCPD documentation built on Jan. 15, 2017, 7:22 p.m.