fastOnlineCpt

swMATH41085CRANfastOnlineCptMaRDI QIDQ1354207FDOQ1354207

Online Multivariate Changepoint Detection

Georg Hahn

Last update: 9 July 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Official website: https://cran.rstudio.com/web/packages/fastOnlineCpt/index.html

Source code repository: https://github.com/cran/fastOnlineCpt

Cited In (4)

• ocd
• MMCTest
• InspectChangepoint
• Online multivariate changepoint detection with type I error control and constant time/memory updates per series

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