Bayesian Online Changepoint Detection

Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ocp")

0.1.0 by Andrea Pagotto, 2 months ago


Browse source code at https://github.com/cran/ocp


Authors: Andrea Pagotto


Documentation:   PDF Manual  


GPL-3 license


Imports grid, graphics, grDevices

Suggests testthat, knitr, rmarkdown


See at CRAN