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:
Downloads:
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