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 |