Package: fastOnlineCpt 1.0
fastOnlineCpt: Online Multivariate Changepoint Detection
Implementation of a simple algorithm designed for online multivariate changepoint detection of a mean in sparse changepoint settings. The algorithm is based on a modified cusum statistic and guarantees control of the type I error on any false discoveries, while featuring O(1) time and O(1) memory updates per series as well as a proven detection delay.
Authors:
fastOnlineCpt_1.0.tar.gz
fastOnlineCpt_1.0.zip(r-4.5)fastOnlineCpt_1.0.zip(r-4.4)fastOnlineCpt_1.0.zip(r-4.3)
fastOnlineCpt_1.0.tgz(r-4.4-any)fastOnlineCpt_1.0.tgz(r-4.3-any)
fastOnlineCpt_1.0.tar.gz(r-4.5-noble)fastOnlineCpt_1.0.tar.gz(r-4.4-noble)
fastOnlineCpt_1.0.tgz(r-4.4-emscripten)fastOnlineCpt_1.0.tgz(r-4.3-emscripten)
fastOnlineCpt.pdf |fastOnlineCpt.html✨
fastOnlineCpt/json (API)
| # Install 'fastOnlineCpt' in R: |
| install.packages('fastOnlineCpt', repos = c('https://ghahn-hsph.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:a856a966e3. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 21 2024 |
| R-4.5-win | OK | Aug 21 2024 |
| R-4.5-linux | OK | Aug 21 2024 |
| R-4.4-win | OK | Aug 21 2024 |
| R-4.4-mac | OK | Aug 21 2024 |
| R-4.3-win | OK | Aug 21 2024 |
| R-4.3-mac | OK | Aug 21 2024 |
Exports:addDatacheckCptfastOnlineCptlastCptTestresetAlgorithm
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Add new p-dimensional data point, where p is the number of time series being monitored. | addData addData,fastOnlineCpt-method |
| Test if a changepoint has occurred. | checkCpt checkCpt,fastOnlineCpt-method |
| Initialize a new object of the class "fastOnlineCpt". This object allows one to add data in an online fashion and test for a changepoint. | fastOnlineCpt |
| S4 class providing functionality to detect multivariate changepoints in an online setting. | fastOnlineCpt-class |
| Return the last result of the changepoint test performed with the function "checkCpt" as a vector. | lastCptTest lastCptTest,fastOnlineCpt-method |
| Reset the algorithm in order to detect a new changepoint. The algorithm can be reset at any point in time. To ensure valid multiple testing corrections, the time horizon is not reset to zero. | resetAlgorithm resetAlgorithm,fastOnlineCpt-method |
