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stcpR6 (version 0.9.7)

stcpR6-package: 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) tools:::Rd_expr_doi("10.48550/arXiv.2203.03532"), Shin et al. (2021) tools:::Rd_expr_doi("10.48550/arXiv.2010.08082").

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Author

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

See Also