ocp: Bayesian Online Changepoint Detection

Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <arXiv:0710.3742> for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.

Version: 0.1.0
Depends: R (≥ 3.4.0)
Imports: grid (≥ 3.4.0), graphics (≥ 3.4.0), grDevices (≥ 3.4.0)
Suggests: testthat, knitr, rmarkdown
Published: 2018-12-27
Author: Andrea Pagotto
Maintainer: Andrea Pagotto <ajpagotto at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: ocp results

Downloads:

Reference manual: ocp.pdf
Vignettes: Introduction
Package source: ocp_0.1.0.tar.gz
Windows binaries: r-devel: ocp_0.1.0.zip, r-release: ocp_0.1.0.zip, r-oldrel: ocp_0.1.0.zip
OS X binaries: r-release: ocp_0.1.0.tgz, r-oldrel: not available

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