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-4.5)stcpR6_0.9.8.9000.zip(r-4.4)stcpR6_0.9.8.9000.zip(r-4.3)
stcpR6_0.9.8.9000.tgz(r-4.4-x86_64)stcpR6_0.9.8.9000.tgz(r-4.4-arm64)stcpR6_0.9.8.9000.tgz(r-4.3-x86_64)stcpR6_0.9.8.9000.tgz(r-4.3-arm64)
stcpR6_0.9.8.9000.tar.gz(r-4.5-noble)stcpR6_0.9.8.9000.tar.gz(r-4.4-noble)
stcpR6_0.9.8.9000.tgz(r-4.4-emscripten)stcpR6_0.9.8.9000.tgz(r-4.3-emscripten)
stcpR6.pdf |stcpR6.html✨
stcpR6/json (API)
NEWS
| # 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-analysis
Last updated 22 days agofrom:9eaafb491f. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win-x86_64 | OK | Oct 31 2024 |
| R-4.5-linux-x86_64 | OK | Oct 31 2024 |
| R-4.4-win-x86_64 | OK | Oct 31 2024 |
| R-4.4-mac-x86_64 | OK | Oct 31 2024 |
| R-4.4-mac-aarch64 | OK | Oct 31 2024 |
| R-4.3-win-x86_64 | OK | Oct 31 2024 |
| R-4.3-mac-x86_64 | OK | Oct 31 2024 |
| R-4.3-mac-aarch64 | OK | Oct 31 2024 |
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 |
