Package: ocd
Type: Package
Title: High-Dimensional Multiscale Online Changepoint Detection
Version: 1.0
Date: 2020-03-06
Author: Yudong Chen, Tengyao Wang, Richard J. Samworth
Maintainer: Yudong Chen <yudong.chen@statslab.cam.ac.uk>
Imports: stats, utils
Description: Implements the algorithm in Chen, Wang and Samworth (2020) <arxiv:2003.03668> for online detection of sudden mean changes in a sequence of high-dimensional observations. It also implements methods by Mei (2010) <doi:10.1093/biomet/asq010>, Xie and Siegmund (2013) <doi:10.1214/13-AOS1094> and Chan (2017) <doi:10.1214/17-AOS1546>.
License: GPL-3
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2020-03-10 11:11:41 UTC; tengyao
Repository: CRAN
Date/Publication: 2020-03-18 12:50:02 UTC
