fastcpd
cranv0.16.2Fast Change Point Detection via Sequential Gradient Descent. Implements fast change point detection algorithm based on the paper "Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis" by Xianyang Zhang, Trisha Dawn <https://proceedings.mlr.press/v206/zhang23b.html>. The algorithm is based on dynamic programming with pruning and sequ
License GPL (>= 3)0 versions1 maintainers5 deps172 weekly dl
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curl https://depscope.dev/api/check/cran/fastcpdFirst published · 2025-04-25 04:54:01
Last updated · 2025-04-25T03:20:01+00:00