Crate changepoint

This library provides Change Point Detection (CPD) tools such as

• Online Bayesian CPD as Bocpd
• Autoregressive Gaussian CPD as Argpcpd

Re-exports

pub use rv;

pub use gp::*;

Modules

gp

Gaussian Process change point detection and related utilities

utils

General Utilities

Structs

Bocpd

Online Bayesian Change Point Detection state container.

BocpdTruncated

Online Bayesian Change Point Detection with a truncated tail

Traits

BocpdLike

Trait for implementors of Bayesian online change-point detection