| Name : R-fastOnlineCpt
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 11:26:36
|
| Group : Development/Libraries/Other
| Source RPM : R-fastOnlineCpt-1.0-lp153.1.12.src.rpm
|
| Size : 0.16 MB
| |
| Packager : (none)
| |
| Summary : Online Multivariate Changepoint Detection
|
Description :
Implementation of a simple algorithm designed for online multivariate
changepoint detection of a mean in sparse changepoint settings. The
algorithm is based on a modified cusum statistic and guarantees control
of the type I error on any false discoveries, while featuring O(1) time
and O(1) memory updates per series as well as a proven detection delay.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
