ocd

MaRDI QIDQ1354209swMATHCRANFDO

Authors Yudong Chen

Last update 7 October 2020

Copyright license GNU General Public License, version 3.0

Software version identifier 1.1

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

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

Cites work

• Efficient scalable schemes for monitoring a large number of data streams
• High-dimensional, multiscale online changepoint detection
• Optimal sequential detection in multi-stream data
• Sequential multi-sensor change-point detection

Described by source

• High-Dimensional, Multiscale Online Changepoint Detection

Cited in

(8)

• MMCTest
• InspectChangepoint
• IndependenceTests
• wbsts
• basta
• fastOnlineCpt
• GISMO
• Online multivariate changepoint detection with type I error control and constant time/memory updates per series

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