cpm
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Software:26469
swMATH14569CRANcpmMaRDI QIDQ26469
Sequential and Batch Change Detection Using Parametric and Nonparametric Methods
Last update: 8 October 2020
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.3
Source code repository: https://github.com/cran/cpm
Related Items (19)
On optimal segmentation and parameter tuning for multiple change-point detection and inference ⋮ Robust control charts for the mean of a locally linear time series ⋮ Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ On phase II monitoring of the probability distributions of univariate continuous processes ⋮ Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection ⋮ Bitcoin futures -- what use are they? ⋮ Change point analysis on the Corinth Gulf (Greece) seismicity ⋮ A pruned recursive solution to the multiple change point problem ⋮ Unnamed Item ⋮ A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution ⋮ Structural Clustering of Volatility Regimes for Dynamic Trading Strategies ⋮ An exact approach to Bayesian sequential change point detection ⋮ Long memory and regime switching in the stochastic volatility modelling ⋮ PCDimension ⋮ Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ Shear strength testing of consolidated claystones: breakpoint detection of shear stress versus shear displacement curves, a statistical approach ⋮ Detecting multiple generalized change-points by isolating single ones ⋮ Multiple changepoint detection in categorical data streams
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