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 = '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:1 OK, 2 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 31 2025 |
| R-4.5-linux | NOTE | Mar 31 2025 |
| R-4.4-linux | NOTE | Mar 31 2025 |
Exports:baselineMeanbaselineSDChan_updateChangepointDetectorcheckChangedata_dimgetDataMC_ChanMC_MeiMC_ocdMC_XSMei_updaten_obsnew_Channew_Meinew_OCDnew_XSnormalisedStatisticsocd_updateocdMethodparampatienceresetsetBaselineMeansetBaselineSDsetStatusstatisticsstatusthresholdstrackedXS_update
Dependencies:
Citation
To cite package ‘ocd’ in publications use:
Chen Y, Wang T, Samworth RJ (2020). ocd: High-Dimensional Multiscale Online Changepoint Detection. R package version 1.1, https://CRAN.R-project.org/package=ocd.
ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.
Corresponding BibTeX entry:
@Manual{,
title = {ocd: High-Dimensional Multiscale Online Changepoint
Detection},
author = {Yudong Chen and Tengyao Wang and Richard J. Samworth},
year = {2020},
note = {R package version 1.1},
url = {https://CRAN.R-project.org/package=ocd},
}
Readme and manuals
ocd: A package for high-dimensional multiscale online changepoint detection
Description
The ocd R package provides the S3 class ChangepointDetector that processes data sequentially and aims to detect change as soon as it occurs online subject to false alarm rates.
Installation
library(devtools)
install_github('wangtengyao/ocd')
References
Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.