R: Online Multivariate Changepoint Detection

# Online Multivariate Changepoint Detection

## Documentation for package ‘fastOnlineCpt’ version 1.0

- DESCRIPTION file

## Help Pages

addData | Add new p-dimensional data point, where p is the number of time series being monitored.
addData-method | Add new p-dimensional data point, where p is the number of time series being monitored.
checkCpt | Test if a changepoint has occurred.
checkCpt-method | Test if a changepoint has occurred.
fastOnlineCpt | 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-class | S4 class providing functionality to detect multivariate changepoints in an online setting.
lastCptTest | Return the last result of the changepoint test performed with the function "checkCpt" as a vector.
lastCptTest-method | Return the last result of the changepoint test performed with the function "checkCpt" as a vector.
resetAlgorithm | 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-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.