onlineCPD (1.0)

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Detect Changepoints in Multivariate Time Series.

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

Detects multiple changepoints in uni- or multivariate time series data. The algorithm is based on Bayesian methods and detects changes on-line; i.e. the model updates with every observation rather than relying on retrospective segmentation. However, the user may choose to use the algorithm off- or on-line.

Maintainer: Zachary Zanussi
Author(s): Zachary Zanussi <zachary9506@gmail.com>

License: GPL-3

Uses: ggplot2, gridExtra, reshape2, scales

Released 7 months ago.


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