Bayesian Online Changepoint Detection


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Documentation for package ‘ocp’ version 0.1.1

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ocp-package Bayesian Online Changepoint Detection for Multivariate Data
const_hazard Constant hazard function
findCPprobs Find Set of Changepoints with Highest probability
gamesdata This is data to be included in the package
gamesdatacounts This is data to be included in the package
gaussianProb Compute predictive probabilities based on Gaussian
gaussian_init Initialize vectors for gaussian probability functions
gaussian_update Update the gaussian parameters
initOCPD Initialize ocpd object
negbinpdf Calculate Negative-binomial on vector of parameters
onlineCPD Bayesian Online Changepoint Detection
plot.ocp Plot Object
poissonProb Compute predictive probabilities based on Poisson
poisson_init Initialize vectors for poisson probability functions
poisson_update Update the poisson parameters
print.ocp Print Object
str.ocp Object Structure
studentpdf Calculate Student PDF on vector of parameters
summary.ocp Object Summary