Sequential and Batch Change Detection Using Parametric and Nonparametric Methods


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Documentation for package ‘cpm’ version 2.3

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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