Crate changepoint

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Expand description

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