edetect
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Edetect
Description
Sequential change detection for process monitoring with e-detectors (Shin, Ramdas and Rinaldo, 2024, <doi:10.51387/23-NEJSDS51>): nonparametric, anytime-valid analogues of the CUSUM and Shiryaev-Roberts charts whose average run length to a false alarm is guaranteed for every distribution in a declared pre-change class (bounded, sub-Gaussian, Bernoulli or Poisson observations). Phase I/Phase II workflow, individual, p, c, u and regression charts, run-length simulation and auditable alarm reports.
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