Package: cpm
Title: Sequential Parametric and Nonparametric Change Detection
Version: 1.0
Date: 2012-01-01
Depends: methods
Author: Gordon J. Ross, incorporating code from the GNU Scientific
Library
Maintainer: Gordon J. Ross <gordon.ross03@imperial.ac.uk>
Description: Sequential change detection and Phase II process control
for univariate data streams, using the change point model
framework. Functions are provided to allow the parametric
monitoring of sequences of Gaussian and Bernoulli random
variables, along with more general nonparametric functions for
monitoring sequences which have an unspecified or unknown
distribution.
License: GPL-3
Packaged: 2012-02-06 10:16:23 UTC; Administrator
Repository: CRAN
Date/Publication: 2012-02-06 10:45:57

Description: Sequential and batch change detection for univariate data
streams, using the change point model framework. Functions are
provided to allow the parametric monitoring of sequences of
Gaussian and Bernoulli random variables, along with more
general nonparametric functions for monitoring sequences which
have an unspecified or unknown distribution.

Title: Sequential and Batch Change Detection Using Parametric and
Description: Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow the parametric monitoring of sequences of Gaussian, Bernoulli and Exponential random variables, along with functions implementing more general nonparametric methods for monitoring sequences which have an unspecified or unknown distribution.
Packaged: 2015-06-04 19:32:18 UTC; gordonross
X-CRAN-Comment: Archived on 2014-05-31 as memory access errors were not

Description: Sequential and batch change detection for univariate data streams, using the change point model framework. Functions are provided to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points.
Packaged: 2015-07-12 16:03:13 UTC; gordonross