Package: cpm 2.3
cpm: Sequential and Batch Change Detection Using Parametric and Nonparametric Methods
Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points. A full description of this package is available in Ross, G.J (2015) - "Parametric and nonparametric sequential change detection in R" available at <https://www.jstatsoft.org/article/view/v066i03>.
Authors:
cpm_2.3.tar.gz
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cpm_2.3.tar.gz(r-4.5-noble)cpm_2.3.tar.gz(r-4.4-noble)
cpm_2.3.tgz(r-4.4-emscripten)cpm_2.3.tgz(r-4.3-emscripten)
cpm.pdf |cpm.html✨
cpm/json (API)
| # Install 'cpm' in R: |
| install.packages('cpm', repos = c('https://gordonjamesross.r-universe.dev', 'https://cloud.r-project.org')) |
- ForexData - Foreign Exchange Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:7a4befb2ec. Checks:11 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 01 2025 |
| R-4.5-win-x86_64 | OK | Mar 01 2025 |
| R-4.5-mac-x86_64 | OK | Mar 01 2025 |
| R-4.5-mac-aarch64 | OK | Mar 01 2025 |
| R-4.5-linux-x86_64 | OK | Mar 01 2025 |
| R-4.4-win-x86_64 | OK | Mar 01 2025 |
| R-4.4-mac-x86_64 | OK | Mar 01 2025 |
| R-4.4-mac-aarch64 | OK | Mar 01 2025 |
| R-4.3-win-x86_64 | OK | Mar 01 2025 |
| R-4.3-mac-x86_64 | OK | Mar 01 2025 |
| R-4.3-mac-aarch64 | OK | Mar 01 2025 |
Exports:changeDetectedcpmResetdetectChangePointdetectChangePointBatchgetBatchThresholdgetStatisticsmakeChangePointModelprocessObservationprocessStream
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The Change Point Model Package | cpm-package |
| Tests Whether a CPM S4 Object Has Encountered a Change Point | changeDetected |
| Resets a CPM S4 Object | cpmReset |
| Detect a Single Change Point in a Sequence | detectChangePoint |
| Detect a Single Change Point in a Sequence | detectChangePointBatch |
| Foreign Exchange Data | ForexData |
| Returns the Threshold Associated with a Type I Error Probability . | getBatchThreshold |
| Returns the Test Statistics Associated With A CPM S4 Object | getStatistics |
| Creates a CPM S4 Object | makeChangePointModel |
| Process an Observation Using a CPM S4 Object. | processObservation |
| Detects Multiple Change Points in a Sequence | processStream |
