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: 2021-07-08 16:18:25 UTC; acer
Repository: CRAN
Date/Publication: 2021-07-09 08:30:07 UTC
Built: R 4.6.0; ; 2026-04-26 00:37:46 UTC; unix
