Package: ocd
Type: Package
Title: High-Dimensional Multiscale Online Changepoint Detection
Version: 1.1
Date: 2020-10-02
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: 7.0.2
NeedsCompilation: no
Packaged: 2020-10-02 19:21:14 UTC; yudongoffice
Repository: CRAN
Date/Publication: 2020-10-07 10:40:02 UTC
Built: R 4.6.0; ; 2026-04-04 11:21:38 UTC; unix
