/ichamp

Incremental implementation of the CHangepoint detection using Approximate Model Parameters (CHAMP) for Bayesian changepoint detection in time-series data.

Primary LanguageC++BSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

ichamp (Incremental CHangepoint detection using Approximate Model Parameters)

Incremental implementation of the CHangepoint detection using Approximate Model Parameters (CHAMP) for Bayesian changepoint detection in time-series data. Allows batch operation as well.