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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.
library(devtools)
install_github('wangtengyao/ocd')Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.