ocd
High-Dimensional Multiscale Online Changepoint Detection
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.
- Version1.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release10/07/2020
Documentation
Team
Yudong Chen
Tengyao Wang
Richard J. Samworth
Insights
Last 30 days
This package has been downloaded 193 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 1,985 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 27 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN