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ocd  

High-Dimensional Multiscale Online Changepoint Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ocd", "1.1")



Attach the package and use:
library("ocd")
Maintained by
Yudong Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-18
Latest Update: 2020-10-07
Description:
Implements the algorithm in Chen, Wang and Samworth (2020) for online detection of sudden mean changes in a sequence of high-dimensional observations. It also implements methods by Mei (2010) , Xie and Siegmund (2013) and Chan (2017) .
How to cite:
Yudong Chen (2020). ocd: High-Dimensional Multiscale Online Changepoint Detection. R package version 1.1, https://cran.r-project.org/web/packages/ocd. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2020-03-18 13:50)
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Maintainer: Qi Qin (view profile)

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