# ocd: A package for high-dimensional multiscale online changepoint detection
## Description
The ocd `R` package provides the S3 class `ChangepointDetector` that processes data sequentially and aims to detect change as soon as it occurs online subject to false alarm rates.

## Installation
```r
library(devtools)
install_github('wangtengyao/ocd')
```

## References
Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection _Preprint_. arxiv:2003.03668.


