onlineCOV

swMATH42773CRANonlineCOVMaRDI QIDQ1351883FDOQ1351883

Online Change Point Detection in High-Dimensional Covariance Structure

Lingjun Li

Last update: 23 March 2020

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

Software version identifier: 1.3

Official website: https://cran.r-project.org/web/packages/onlineCOV/index.html

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

Cites work

• Online Change-Point Detection in High-Dimensional Covariance Structure with Application to Dynamic Networks

Cited In (9)

• vccp
• gSeg
• NMF
• bcp
• DNAcopy
• brainGraph
• changepoint.geo
• fabisearch
• hdcd

This page was built for software: onlineCOV