stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors

Algorithms of nonparametric sequential test and online change-point detection for streams of univariate (sub-)Gaussian, binary, and bounded random variables, introduced in following publications - Shin et al. (2024) <doi:10.48550/arXiv.2203.03532>, Shin et al. (2021) <doi:10.48550/arXiv.2010.08082>.

Package details

AuthorJaehyeok Shin [aut, cre] (<https://orcid.org/0000-0003-0464-915X>)
MaintainerJaehyeok Shin <shinjaehyeok@gmail.com>
LicenseGPL (>= 3)
Version0.9.8
URL https://github.com/shinjaehyeok/stcpR6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stcpR6")

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stcpR6 documentation built on Oct. 8, 2024, 9:07 a.m.