online_cp

the probability of occurrence of a change point, default 0.9

theta

the hyperparameter of posterior distribution, default 1.0

alpha

beta

threshold level for the posterior distribution of change point, default 0.5

th_cp

a logical value, when TRUE, will print more information

debug

Online change point detection algorithm
 for normally distributed data.

It implements the online Bayesian methods for change point analysis. It can
also perform missing data imputation with methods from 'VIM'. The reference
is Yigiter A, Chen J, An L, Danacioglu N (2015) <doi:10.1080/02664763.2014.1001330>.
The link to the package is <https://CRAN.R-project.org/package=onlineBcp>.

online_cp: Online change point detection algorithm for normally distributed data.

Description

Usage

Arguments

Value