ocd
High-Dimensional Multiscale Online Changepoint Detection
Implements the algorithm in Chen, Wang and Samworth (2020) <arxiv:2003.03668> for online detection of sudden mean changes in a sequence of high-dimensional observations. It also implements methods by Mei (2010) <doi:10.1093/biomet/asq010>, Xie and Siegmund (2013) <doi:10.1214/13-AOS1094> and Chan (2017) <doi:10.1214/17-AOS1546>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling linux/jammy R-4.5 | ocd_1.1.tar.gz |
4.2 MiB |
1.1 |
rolling linux/noble R-4.5 | ocd_1.1.tar.gz |
4.2 MiB |
1.1 |
rolling source/ R- | ocd_1.1.tar.gz |
4.1 MiB |
1.1 |
latest linux/jammy R-4.5 | ocd_1.1.tar.gz |
4.2 MiB |
1.1 |
latest linux/noble R-4.5 | ocd_1.1.tar.gz |
4.2 MiB |
1.1 |
latest source/ R- | ocd_1.1.tar.gz |
4.1 MiB |
1.1 |
2026-04-26 source/ R- | ocd_1.1.tar.gz |
4.1 MiB |
1.1 |
2026-04-23 source/ R- | ocd_1.1.tar.gz |
4.1 MiB |
1.1 |
2026-04-09 windows/windows R-4.5 | ocd_1.1.zip |
4.2 MiB |
1.1 |
2025-04-20 source/ R- | ocd_1.1.tar.gz |
4.1 MiB |