Package: fastOnlineCpt
Type: Package
Title: Online Multivariate Changepoint Detection
Version: 1.0
Date: 2021-07-07
Author: Georg Hahn [aut,cre]
Maintainer: Georg Hahn <ghahn@hsph.harvard.edu>
Description: 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.
License: GPL (>= 2)
Imports: Rdpack,methods
RdMacros: Rdpack
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2026-06-23 05:58:42 UTC; root
Repository: https://ghahn-hsph.r-universe.dev
Date/Publication: 2021-07-09 07:30:07 UTC
RemoteUrl: https://github.com/cran/fastOnlineCpt
RemoteRef: HEAD
RemoteSha: a856a966e3392b224f3401867372a861d3b28fc2