Package: ocd
Type: Package
Title: High-Dimensional Multiscale Online Changepoint Detection
Version: 1.1
Date: 2020-10-02
Author: Yudong Chen, Tengyao Wang, Richard J. Samworth
Maintainer: Yudong Chen <yudong.chen@statslab.cam.ac.uk>
Imports: stats, utils
Description: 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>.
License: GPL-3
RoxygenNote: 7.0.2
NeedsCompilation: no
Packaged: 2026-07-12 07:41:24 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2020-10-07 09:40:02 UTC
RemoteUrl: https://github.com/cran/ocd
RemoteRef: HEAD
RemoteSha: b21cde5960d28e1b08f38fb1f108d6660329da5c