Online Multivariate Changepoint Detection

Documentation for package ‘fastOnlineCpt’ version 1.0

addData	Add new p-dimensional data point, where p is the number of time series being monitored.
addData-method	Add new p-dimensional data point, where p is the number of time series being monitored.
checkCpt	Test if a changepoint has occurred.
checkCpt-method	Test if a changepoint has occurred.
fastOnlineCpt	Initialize a new object of the class "fastOnlineCpt". This object allows one to add data in an online fashion and test for a changepoint.
fastOnlineCpt-class	S4 class providing functionality to detect multivariate changepoints in an online setting.
lastCptTest	Return the last result of the changepoint test performed with the function "checkCpt" as a vector.
lastCptTest-method	Return the last result of the changepoint test performed with the function "checkCpt" as a vector.
resetAlgorithm	Reset the algorithm in order to detect a new changepoint. The algorithm can be reset at any point in time. To ensure valid multiple testing corrections, the time horizon is not reset to zero.
resetAlgorithm-method	Reset the algorithm in order to detect a new changepoint. The algorithm can be reset at any point in time. To ensure valid multiple testing corrections, the time horizon is not reset to zero.