High-Dimensional Multiscale Online Changepoint Detection

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Documentation for package ‘ocd’ version 1.1

• DESCRIPTION file.

Help Pages

ocd-package	ocd: A package for high-dimensional multiscale online changepoint detection
accessor	Accessor functions to attributes of class ChangepointDetector
baselineMean	Accessor functions to attributes of class ChangepointDetector
baselineSD	Accessor functions to attributes of class ChangepointDetector
ChangepointDetector	Constructor for the ChangepointDetector S3 class
Chan_update	Processing a new data point for the 'Chan' class
checkChange	Check if a mean change has occurred.
data_dim	Accessor functions to attributes of class ChangepointDetector
getData	Processing a new data point
getData.Chan	Processing a new data point
getData.Mei	Processing a new data point
getData.OCD	Processing a new data point
getData.XS	Processing a new data point
MC_Chan	Compute Monte Carlo thresholds for the Chan method
MC_Mei	Compute Monte Carlo thresholds for the Mei method
MC_ocd	Compute Monte Carlo thresholds for the OCD method
MC_XS	Compute Monte Carlo thresholds for the XS method
Mei_update	Processing a new data point for the 'Mei' class
new_Chan	construtor for subclass 'Chan' in class 'ChangepointDetector'
new_Mei	constructor of subclass 'Mei' in class 'ChangepointDetector'
new_OCD	constructor of subclass 'OCD' in class 'ChangepointDetector'
new_XS	constructor of subclass 'XS' in class 'ChangepointDetector'
normalisedStatistics	Compute maximum ratio between detection statistic and its threshold
n_obs	Accessor functions to attributes of class ChangepointDetector
ocd	ocd: A package for high-dimensional multiscale online changepoint detection
ocdMethod	Accessor functions to attributes of class ChangepointDetector
ocd_update	Processing a new data point for the 'OCD' class
param	Accessor functions to attributes of class ChangepointDetector
ParkfieldSensors	Parkfield seismic sensor data
patience	Accessor functions to attributes of class ChangepointDetector
print.ChangepointDetector	Printing methods for the 'ChangepointDetector' class
reset	Reset changepoint detector to initial state
reset.Chan	Reset changepoint detector to initial state
reset.Mei	Reset changepoint detector to initial state
reset.OCD	Reset changepoint detector to initial state
reset.XS	Reset changepoint detector to initial state
setBaselineMean	Set baseline mean
setBaselineSD	Set baseline standard deviation
setStatus	Set changepoint detector status
statistics	Accessor functions to attributes of class ChangepointDetector
status	Accessor functions to attributes of class ChangepointDetector
thresholds	Accessor functions to attributes of class ChangepointDetector
tracked	Accessor functions to attributes of class ChangepointDetector
update_param	compute new mean and sd from old ones with one additional observation
XS_update	Processing a new data point for the 'XS' class