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cpm (version 1.1)

Sequential Parametric and Nonparametric Change Detection

Description

Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow the parametric monitoring of sequences of Gaussian and Bernoulli random variables, along with more general nonparametric functions for monitoring sequences which have an unspecified or unknown distribution.

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Install

install.packages('cpm')

Monthly Downloads

995

Version

1.1

License

GPL-3

Maintainer

Last Published

December 15th, 2013

Functions in cpm (1.1)