Package: ocd 1.1
Yudong Chen
ocd: High-Dimensional Multiscale Online Changepoint Detection
Implements the algorithm in Chen, Wang and Samworth (2020) <arxiv:2003.03668> for online detection of sudden mean changes in a sequence of high-dimensional observations. It also implements methods by Mei (2010) <doi:10.1093/biomet/asq010>, Xie and Siegmund (2013) <doi:10.1214/13-AOS1094> and Chan (2017) <doi:10.1214/17-AOS1546>.
Authors:
ocd_1.1.tar.gz
ocd_1.1.tar.gz(r-4.5-noble)ocd_1.1.tar.gz(r-4.4-noble)
ocd_1.1.tgz(r-4.4-emscripten)ocd_1.1.tgz(r-4.3-emscripten)
ocd.pdf |ocd.html✨
ocd/json (API)
# Install 'ocd' in R: |
install.packages('ocd', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- ParkfieldSensors - Parkfield seismic sensor data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:b21cde5960. Checks:OK: 1 NOTE: 1. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 01 2024 |
R-4.5-linux | NOTE | Nov 01 2024 |
Exports:baselineMeanbaselineSDChan_updateChangepointDetectorcheckChangedata_dimgetDataMC_ChanMC_MeiMC_ocdMC_XSMei_updaten_obsnew_Channew_Meinew_OCDnew_XSnormalisedStatisticsocd_updateocdMethodparampatienceresetsetBaselineMeansetBaselineSDsetStatusstatisticsstatusthresholdstrackedXS_update
Dependencies: