Installation
About
Implementation of a simple algorithm designed for online multivariate changepoint detection of a mean in sparse changepoint settings. The algorithm is based on a modified cusum statistic and guarantees control of the type I error on any false discoveries, while featuring O(1) time and O(1) memory updates per series as well as a proven detection delay.
Key Metrics
Downloads
| Last 24 hours | 0 -100% |
| Last 7 days | 33 -13% |
| Last 30 days | 107 +3% |
| Last 90 days | 348 -34% |
| Last 365 days | 2.002 -45% |