Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <doi:10.48550/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 |
DOI: | 10.32614/CRAN.package.ocp |
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 (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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