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fastOnlineCpt  

Online Multivariate Changepoint Detection
View on CRAN: Click here


Download and install fastOnlineCpt package within the R console
Install from CRAN:
install.packages("fastOnlineCpt")

Install from Github:
library("remotes")
install_github("cran/fastOnlineCpt")

Install by package version:
library("remotes")
install_version("fastOnlineCpt", "1.0")



Attach the package and use:
library("fastOnlineCpt")
Maintained by
Georg Hahn
[Scholar Profile | Author Map]
First Published: 2021-07-09
Latest Update: 2021-07-09
Description:
Implementation of a simple algorithm designed for online multivariate changepoint detection of a mean in sparse changepoint settings. The algorithm is based on a modified cusum statistic and guarantees control of the type I error on any false discoveries, while featuring O(1) time and O(1) memory updates per series as well as a proven detection delay.
How to cite:
Georg Hahn (2021). fastOnlineCpt: Online Multivariate Changepoint Detection. R package version 1.0, https://cran.r-project.org/web/packages/fastOnlineCpt. Accessed 30 Mar. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited fastOnlineCpt R package
View fastOnlineCpt citation profile
Other R packages that fastOnlineCpt depends, imports, suggests or enhances
Complete documentation for fastOnlineCpt
Functions, R codes and Examples using the fastOnlineCpt R package
Some associated functions: addData-methods . checkCpt-methods . fastOnlineCpt-class . fastOnlineCpt . lastCptTest-methods . resetAlgorithm-methods . 
Some associated R codes: Full fastOnlineCpt package functions and examples
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