Package: onlineCOV
Type: Package
Title: Online Change Point Detection in High-Dimensional Covariance
        Structure
Version: 1.3
Date: 2020-03-14
Author: Lingjun Li and Jun Li
Maintainer: Jun Li <jli49@kent.edu>
Description: Implement a new stopping rule to detect anomaly in the
        covariance structure of high-dimensional online data. The
        detection procedure can be applied to Gaussian or non-Gaussian
        data with a large number of components. Moreover, it allows
        both spatial and temporal dependence in data. The dependence
        can be estimated by a data-driven procedure. The level of
        threshold in the stopping rule can be determined at a
        pre-selected average run length. More detail can be seen in Li,
        L. and Li, J. (2020) "Online Change-Point Detection in
        High-Dimensional Covariance Structure with Application to
        Dynamic Networks." <arXiv:1911.07762>.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2026-10-14 11:08:59 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2020-03-23 08:40:02 UTC
RemoteUrl: https://github.com/cran/onlineCOV
RemoteRef: HEAD
RemoteSha: aa8590e84abc85bf5ad8999a38de96854f2e446f