[][src]Crate changepoint

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

  • Online Bayesian CPD as Bocpd

Modules

generators

Functions to generate random sequences

utils

General Utilities

Structs

Bocpd

Online Bayesian Change Point Detection state container

BocpdTruncated

Online Bayesian Change Point Detection with a truncated tail

Traits

RunLengthDetector

Trait for run-length detectors

Functions

constant_hazard

A constant hazard function. This is the hazard function that corresponds to a geometric distribution with timescale λ.