Fast Online Changepoint Detection for Temporally Correlated Data


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Documentation for package ‘SKFCPD’ version 0.2.4

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SKFCPD-package Dynamic Linear Model for Online Changepoint Detection
Estimate_GP_params Estimate parameters from fast computation of GaSP model
plot_SKFCPD Plot for SKFCPD model
SKFCPD Getting the results of the SKFCPD model
SKFCPD-class Class '"SKFCPD"'