onlineCPD: Detect Changepoints in Multivariate Time Series

Detects multiple changepoints in uni- or multivariate time series data. The algorithm is based on Bayesian methods and detects changes on-line; i.e. the model updates with every observation rather than relying on retrospective segmentation. However, the user may choose to use the algorithm off- or on-line.

Version: 1.0
Depends: scales, gridExtra, reshape2
Imports: ggplot2
Published: 2016-08-23
Author: Zachary Zanussi
Maintainer: Zachary Zanussi <zachary9506 at>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: onlineCPD results


Reference manual: onlineCPD.pdf
Package source: onlineCPD_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: onlineCPD_1.0.tgz, r-oldrel: onlineCPD_1.0.tgz


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