cpm (version 2.3)

Sequential and Batch Change Detection Using Parametric and Nonparametric Methods

Description

Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points. A full description of this package is available in Ross, G.J (2015) - "Parametric and nonparametric sequential change detection in R" available at .

Copy Link

Version

Down Chevron

Install

install.packages('cpm')

Monthly Downloads

961

Version

2.3

License

GPL-3

Maintainer

Last Published

October 8th, 2020

Functions in cpm (2.3)