<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Online Multivariate Changepoint Detection</dc:title>
  <dc:title>R package fastOnlineCpt version 1.0</dc:title>
  <dc: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.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: Rdpack,methods</dc:relation>
  <dc:creator>Georg Hahn &lt;ghahn@hsph.harvard.edu&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Georg Hahn [aut,cre]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2021-07-09</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=fastOnlineCpt</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.fastOnlineCpt</dc:identifier>
</oai_dc:dc>