cpm: Sequential Parametric and Nonparametric Change Detection

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 and Bernoulli random variables, along with more general nonparametric functions for monitoring sequences which have an unspecified or unknown distribution.

Version: 1.1
Depends: R (≥ 2.12.0), methods
Published: 2013-12-15
Author: Gordon J. Ross
Maintainer: Gordon J. Ross <gordon.ross03 at imperial.ac.uk>
License: GPL-3
NeedsCompilation: yes
CRAN checks: cpm results


Reference manual: cpm.pdf
Vignettes: User manual
Package source: cpm_1.1.tar.gz
MacOS X binary: cpm_1.1.tgz
Windows binary: cpm_1.1.zip
Old sources: cpm archive