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cpm
View on CRAN: Click
here
Download and install cpm package within the R console
Install from CRAN:
install.packages("cpm")
Install from Github:
library("remotes")
install_github("cran/cpm")
Install by package version:
library("remotes")
install_version("cpm", "2.3")
Attach the package and use:
library("cpm")
Maintained by
Gordon J. Ross
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-02-06
Latest Update: 2020-10-08
Description:
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. A full description of this package is available in Ross, G.J (2015) - "Parametric and nonparametric sequential change detection in R" available at .
How to cite:
Gordon J. Ross (2012). cpm: Sequential and Batch Change Detection Using Parametric and Nonparametric Methods. R package version 2.3, https://cran.r-project.org/web/packages/cpm
Previous versions and publish date:
Other packages that cited cpm R package
View cpm citation profile
Other R packages that cpm depends,
imports, suggests or enhances
Functions, R codes and Examples using
the cpm R package
Some associated functions: ForexData . changeDetected . cpmPackage . cpmReset . detectChangePoint . detectChangePointBatch . getBatchThreshold . getStatistics . makeChangePointModel . processObservation . processStream .
Some associated R codes: ChangePointModel.R . ChangePointModelBartlett.R . ChangePointModelCVM.R . ChangePointModelFET.R . ChangePointModelKS.R . ChangePointModelMWMoodLepage.R . ChangePointModelStudent.R . ChangePointModeljoint.R . changeDetected.R . cpmReset.R . detectChangePoint.R . detectChangePointBatch.R . getBatchThreshold.R . getStatistics.R . loadThresholds.R . makeChangePointModel.R . processObservation.R . processStream.R . verifyArguments.R . Full cpm package functions and examples
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