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>.
