cpm: Sequential and Batch Change Detection Using Parametric and Nonparametric Methods

Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points.

Version: 2.2
Depends: R (≥ 2.15.0), methods
Published: 2015-07-28
Author: Gordon J. Ross
Maintainer: Gordon J. Ross <gordon at gordonjross.co.uk>
License: GPL-3
NeedsCompilation: yes
Citation: cpm citation info
CRAN checks: cpm results


Reference manual: cpm.pdf
Package source: cpm_2.2.tar.gz
Windows binaries: r-devel: cpm_2.2.zip, r-release: cpm_2.2.zip, r-oldrel: cpm_2.2.zip
OS X Snow Leopard binaries: r-release: cpm_2.2.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: cpm_2.2.tgz
Old sources: cpm archive