Implements the algorithm in Chen, Wang and Samworth (2020) <doi:10.48550/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>.
| Version: | 1.1 |
| Imports: | stats, utils |
| Published: | 2020-10-07 |
| DOI: | 10.32614/CRAN.package.ocd |
| Author: | Yudong Chen, Tengyao Wang, Richard J. Samworth |
| Maintainer: | Yudong Chen <yudong.chen at statslab.cam.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | ocd results |
| Reference manual: | ocd.html , ocd.pdf |
| Package source: | ocd_1.1.tar.gz |
| Windows binaries: | r-devel: ocd_1.1.zip, r-release: ocd_1.1.zip, r-oldrel: ocd_1.1.zip |
| macOS binaries: | r-release (arm64): ocd_1.1.tgz, r-oldrel (arm64): ocd_1.1.tgz, r-release (x86_64): ocd_1.1.tgz, r-oldrel (x86_64): ocd_1.1.tgz |
| Old sources: | ocd archive |
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