Index of /web/packages/ocd/readme

	Name	Last modified	Size	Description
	Parent Directory		-
	README.html	2020-10-07 12:40	4.6K

ocd: A package for high-dimensional multiscale online changepoint detection

Description

The ocd R package provides the S3 class ChangepointDetector that processes data sequentially and aims to detect change as soon as it occurs online subject to false alarm rates.

Installation

library(devtools)
install_github('wangtengyao/ocd')

References

Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.