Package: onlineCPD
Type: Package
Title: Detect Changepoints in Multivariate Time Series
Version: 1.0
Date: 2016-07-28
Author: Zachary Zanussi <zachary9506@gmail.com>
Maintainer: Zachary Zanussi <zachary9506@gmail.com>
Description: Detects multiple changepoints in uni- or multivariate time series data. The algorithm is based on Bayesian methods and detects changes on-line; i.e. the model updates with every observation rather than relying on retrospective segmentation. However, the user may choose to use the algorithm off- or on-line. 
License: GPL-3
Imports: ggplot2
Depends: scales, gridExtra, reshape2
NeedsCompilation: no
Packaged: 2016-08-23 16:23:14 UTC; zanussiz
Repository: CRAN
Date/Publication: 2016-08-23 20:00:17
