cpm: Sequential Parametric and Nonparametric Change Detection

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

Version: 1.0
Depends: methods
Published: 2012-02-06
Author: Gordon J. Ross, incorporating code from the GNU Scientific Library
Maintainer: Gordon J. Ross <gordon.ross03 at imperial.ac.uk>
License: GPL-3
NeedsCompilation: yes
Citation: cpm citation info
CRAN checks: cpm results

Downloads:

Package source: cpm_1.0.tar.gz
MacOS X binary: cpm_1.0.tgz
Windows binary: cpm_1.0.zip
Reference manual: cpm.pdf
Vignettes: cpm