onlineCOV
cranv1.3Online Change Point Detection in High-Dimensional Covariance Structure. Implement a new stopping rule to detect anomaly in the covariance structure of high-dimensional online data. The detection procedure can be applied to Gaussian or non-Gaussian data with a large number of components. Moreover, it allows both spatial and temporal dependence in data. The dependence can
License GPL (>= 2)0 versions1 maintainers0 deps60 weekly dl
https://CRAN.R-project.org/package=onlineCOV39
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curl https://depscope.dev/api/check/cran/onlineCOVFirst published · 2020-03-23 11:38:27
Last updated · 2020-03-23T08:40:02+00:00