Package: stcpR6 0.9.8.9000
stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors
Algorithms of nonparametric sequential test and online change-point detection for streams of univariate (sub-)Gaussian, binary, and bounded random variables, introduced in following publications - Shin et al. (2024) <doi:10.48550/arXiv.2203.03532>, Shin et al. (2021) <doi:10.48550/arXiv.2010.08082>.
Authors:
stcpR6_0.9.8.9000.tar.gz
stcpR6_0.9.8.9000.zip(r-4.7-x86_64)stcpR6_0.9.8.9000.zip(r-4.7-arm64)stcpR6_0.9.8.9000.zip(r-4.6-x86_64)stcpR6_0.9.8.9000.zip(r-4.6-arm64)stcpR6_0.9.8.9000.zip(r-4.5-x86_64)
stcpR6_0.9.8.9000.tgz(r-4.6-x86_64)stcpR6_0.9.8.9000.tgz(r-4.6-arm64)stcpR6_0.9.8.9000.tgz(r-4.5-x86_64)stcpR6_0.9.8.9000.tgz(r-4.5-arm64)
stcpR6_0.9.8.9000.tar.gz(r-4.7-arm64)stcpR6_0.9.8.9000.tar.gz(r-4.7-x86_64)stcpR6_0.9.8.9000.tar.gz(r-4.6-arm64)stcpR6_0.9.8.9000.tar.gz(r-4.6-x86_64)
stcpR6_0.9.8.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
stcpR6/json (API)
| # Install 'stcpR6' in R: |
| install.packages('stcpR6', repos = c('https://shinjaehyeok.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/shinjaehyeok/stcpr6/issues
changepointsequential-testingtime-series-analysiscpp
Last updated from:9eaafb491f. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 192 | ||
| linux-devel-x86_64 | OK | 185 | ||
| source / vignettes | OK | 244 | ||
| linux-release-arm64 | OK | 189 | ||
| linux-release-x86_64 | OK | 210 | ||
| macos-release-arm64 | OK | 310 | ||
| macos-release-x86_64 | OK | 562 | ||
| macos-oldrel-arm64 | OK | 214 | ||
| macos-oldrel-x86_64 | OK | 389 | ||
| windows-devel-arm64 | OK | 425 | ||
| windows-devel-x86_64 | OK | 216 | ||
| windows-release-arm64 | OK | 395 | ||
| windows-release-x86_64 | OK | 187 | ||
| windows-oldrel-x86_64 | OK | 188 | ||
| wasm-release | OK | 141 |
Exports:compute_baselinecompute_baseline_for_sample_sizeconvertDeltaToExpParamsgenerate_sub_B_fngenerate_sub_E_fngenerate_sub_G_fnlogSumExpTrickNormalCSStcp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors | stcpR6-package stcpR6 |
| Check whether the input delta parameters are acceptable | checkDeltaRange |
| Compute baseline processes. | compute_baseline |
| Compute baseline parameters given target variance process bounds. | compute_baseline_for_sample_size |
| converted input deltas to parameters for exponential baselines | convertDeltaToExpParams |
| Pre-defined psi_star functions for sub-Bernoulli family. | generate_sub_B_fn |
| Pre-defined psi_star functions for sub-exponential family. | generate_sub_E_fn |
| Pre-defined psi_star functions for sub-Gaussian family. | generate_sub_G_fn |
| log-sum-exp trick | logSumExpTrick |
| NormalCS Class | NormalCS |
| Stcp Class | Stcp |