ocp: Bayesian Online Changepoint Detection

Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <arXiv:0710.3742> for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.

Version: 0.1.1
Depends: R (≥ 3.4.0)
Imports: grid (≥ 3.4.0), graphics (≥ 3.4.0), grDevices (≥ 3.4.0)
Suggests: testthat, knitr, rmarkdown
Published: 2019-04-21
Author: Andrea Pagotto
Maintainer: Andrea Pagotto <ajpagotto at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: ocp results

Documentation:

Reference manual: ocp.pdf
Vignettes: Introduction

Downloads:

Package source: ocp_0.1.1.tar.gz
Windows binaries: r-devel: ocp_0.1.1.zip, r-release: ocp_0.1.1.zip, r-oldrel: ocp_0.1.1.zip
macOS binaries: r-release (arm64): ocp_0.1.1.tgz, r-oldrel (arm64): ocp_0.1.1.tgz, r-release (x86_64): ocp_0.1.1.tgz, r-oldrel (x86_64): ocp_0.1.1.tgz
Old sources: ocp archive

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