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ocp  

Bayesian Online Changepoint Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ocp", "0.1.1")



Attach the package and use:
library("ocp")
Maintained by
Andrea Pagotto
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-12-28
Latest Update: 2019-04-21
Description:
Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.
How to cite:
Andrea Pagotto (2018). ocp: Bayesian Online Changepoint Detection. R package version 0.1.1, https://cran.r-project.org/web/packages/ocp. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2018-12-28 00:20)
Other packages that cited ocp R package
View ocp citation profile
Other R packages that ocp depends, imports, suggests or enhances
Complete documentation for ocp
Functions, R codes and Examples using the ocp R package
Some associated functions: const_hazard . findCPprobs . gamesdata . gamesdatacounts . gaussianProb . gaussian_init . gaussian_update . initOCPD . negbinpdf . ocp-package . onlineCPD . plot.ocp . poissonProb . poisson_init . poisson_update . print.ocp . str.ocp . studentpdf . summary.ocp . 
Some associated R codes: data.R . gaussian.R . hazard.R . ocp-package.R . onlineCPD.R . output.R . poisson.R .  Full ocp package functions and examples
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