cpm-package |
The Change Point Model Package |
changeDetected |
Tests Whether a CPM S4 Object Has Encountered a Change Point |
cpmReset |
Resets a CPM S4 Object |
detectChangePoint |
Detect a Single Change Point in a Sequence |
detectChangePointBatch |
Detect a Single Change Point in a Sequence |
ForexData |
Foreign Exchange Data |
getBatchThreshold |
Returns the Threshold Associated with a Type I Error Probability . |
getStatistics |
Returns the Test Statistics Associated With A CPM S4 Object |
makeChangePointModel |
Creates a CPM S4 Object |
processObservation |
Process an Observation Using a CPM S4 Object. |
processStream |
Detects Multiple Change Points in a Sequence |