stcpR6-package: stcpR6: Sequential Test and Change-Point Detection Algorithms...

stcpR6-packageR Documentation

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

Description

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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2203.03532")}, Shin et al. (2021) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2010.08082")}.

Author(s)

Maintainer: Jaehyeok Shin shinjaehyeok@gmail.com (ORCID)

See Also

Useful links:


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