stcpR6-package {stcpR6}R Documentation

stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors

Description

Algorithms of nonparametric sequential test and online change-point detection for streams of univariate (sub-)Gaussian, binary, and bounded random variables, introduced in following publications - Shin et al. (2024) doi:10.48550/arXiv.2203.03532, Shin et al. (2021) doi:10.48550/arXiv.2010.08082.

Author(s)

Maintainer: Jaehyeok Shin shinjaehyeok@gmail.com (ORCID)

See Also

Useful links:


[Package stcpR6 version 0.9.6 Index]