changepoint.online
- Mentors
- Rebecca Killick, David Matteson
- Organization
- R project for statistical computing
There are many R packages available for offline changepoint detection but, to the knowledge of myself and the mentors, only one for online change point detection (cpm). This package would implement traditional “resetting” methodology, which means once a change has occurred previous data is forgotten. This project would bring the accuracy benefits of the offline methodology to the online setting, allowing users to implement the state of the art offline methods in a computationally efficient manner for online use.