Package: ocp 0.1.1
ocp: Bayesian Online Changepoint Detection
Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <arxiv:0710.3742> for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.
Authors:
ocp_0.1.1.tar.gz
ocp_0.1.1.zip(r-4.5)ocp_0.1.1.zip(r-4.4)ocp_0.1.1.zip(r-4.3)
ocp_0.1.1.tgz(r-4.5-any)ocp_0.1.1.tgz(r-4.4-any)ocp_0.1.1.tgz(r-4.3-any)
ocp_0.1.1.tar.gz(r-4.5-noble)ocp_0.1.1.tar.gz(r-4.4-noble)
ocp_0.1.1.tgz(r-4.4-emscripten)ocp_0.1.1.tgz(r-4.3-emscripten)
ocp.pdf |ocp.html✨
ocp/json (API)
| # Install 'ocp' in R: |
| install.packages('ocp', repos = c('https://anjapago.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/anjapago/ocp/issues
- gamesdata - This is data to be included in the package
- gamesdatacounts - This is data to be included in the package
Last updated 6 years agofrom:9b3e23bc79. Checks:3 OK, 6 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 15 2025 |
| R-4.5-win | NOTE | Mar 15 2025 |
| R-4.5-mac | NOTE | Mar 15 2025 |
| R-4.5-linux | NOTE | Mar 15 2025 |
| R-4.4-win | NOTE | Mar 15 2025 |
| R-4.4-mac | NOTE | Mar 15 2025 |
| R-4.4-linux | NOTE | Mar 15 2025 |
| R-4.3-win | OK | Mar 15 2025 |
| R-4.3-mac | OK | Mar 15 2025 |
Exports:const_hazardinitOCPDnegbinpdfonlineCPDstudentpdf
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Online Changepoint Detection for Multivariate Data | ocp-package |
| Constant hazard function | const_hazard |
| Find Set of Changepoints with Highest probability | findCPprobs |
| This is data to be included in the package | gamesdata |
| This is data to be included in the package | gamesdatacounts |
| Initialize vectors for gaussian probability functions | gaussian_init |
| Update the gaussian parameters | gaussian_update |
| Compute predictive probabilities based on Gaussian | gaussianProb |
| Initialize ocpd object | initOCPD |
| Calculate Negative-binomial on vector of parameters | negbinpdf |
| Bayesian Online Changepoint Detection | onlineCPD |
| Plot Object | plot.ocp |
| Initialize vectors for poisson probability functions | poisson_init |
| Update the poisson parameters | poisson_update |
| Compute predictive probabilities based on Poisson | poissonProb |
| Print Object | print.ocp |
| Object Structure | str.ocp |
| Calculate Student PDF on vector of parameters | studentpdf |
| Object Summary | summary.ocp |
