cpm (2.0)

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Sequential and Batch Change Detection Using Parametric and Nonparametric Methods.

http://cran.r-project.org/web/packages/cpm

Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow the parametric monitoring of sequences of Gaussian, Bernoulli and Exponential random variables, along with functions implementing more general nonparametric methods for monitoring sequences which have an unspecified or unknown distribution.

Maintainer: Gordon J. Ross
Author(s): Gordon J. Ross

License: GPL-3

Uses: Does not use any package

Released about 1 month ago.


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