changepoint.online-package: Methods for online Changepoint Detection
In rkillick/changepoint.online: Online detection of changepoints
Description
Details
Author(s)
References
See Also
Examples
Description
Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. Users should start by looking at the documentation for ocpt.mean.initialise() and ocpt.mean.update().
Details
Package: changepoint.online
Type: Package
Version: 0.1.1
Date: 2020-09-21
License: GPL
LazyLoad: yes
Author(s)
Andrew Connell, Rebecca Killick <r.killick@lancs.ac.uk>, Matthew Nunes <m.nunes@lancs.ac.uk>.
Maintainer: Rebecca Killick < r.killick@lancs.ac.uk
References
PELT Algorithm: Killick R, Fearnhead P, Eckley IA (2012) Optimal detection of changepoints with a linear computational cost, JASA 107(500), 1590–1598
ECP test statistic: David's paper here
Online PELT: reference here.
See Also
ocpt.mean.initialise,ocpt.mean.updateocpt.var.initialise,ocpt.var.update,ocpt.meanvar.initialise,ocpt.meanvar.update
Examples
1
#Please look in the desired function for examples.
rkillick/changepoint.online documentation built on Sept. 26, 2020, 11:01 p.m.
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Description Details Author(s) References See Also Examples
Description
Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. Users should start by looking at the documentation for ocpt.mean.initialise() and ocpt.mean.update().
Details
| Package: | changepoint.online |
| Type: | Package |
| Version: | 0.1.1 |
| Date: | 2020-09-21 |
| License: | GPL |
| LazyLoad: | yes |
Author(s)
Andrew Connell, Rebecca Killick <r.killick@lancs.ac.uk>, Matthew Nunes <m.nunes@lancs.ac.uk>.
Maintainer: Rebecca Killick < r.killick@lancs.ac.uk
References
PELT Algorithm: Killick R, Fearnhead P, Eckley IA (2012) Optimal detection of changepoints with a linear computational cost, JASA 107(500), 1590–1598
ECP test statistic: David's paper here
Online PELT: reference here.
See Also
ocpt.mean.initialise,ocpt.mean.updateocpt.var.initialise,ocpt.var.update,ocpt.meanvar.initialise,ocpt.meanvar.update
Examples
1 | #Please look in the desired function for examples.
|
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