Parametric and Nonparametric Sequential Change Detection in R: The cpm Package
The change point model framework introduced in Hawkins, Qiu, and Kang (2003) and Hawkins and Zamba (2005a) provides an effective and computationally efficient method for detecting multiple mean or variance change points in sequences of Gaussian random variables, when no prior information is availabl...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2015-08-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2270 |