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 <email@example.com>|
|Date of publication||2016-08-23 20:00:17|
|Maintainer||Zachary Zanussi <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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