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 |
| Reference manual: | ocp.pdf |
| Vignettes: |
Introduction |
| 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: ocp_0.1.1.tgz, r-oldrel: ocp_0.1.1.tgz |
| Old sources: | ocp archive |
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