fastOnlineCpt

Online Multivariate Changepoint Detection

v1.0 · Jul 9, 2021 · GPL (>= 2)

Description

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.

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CRAN Check Status

2 NOTE

12 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	23.5s
r-devel-linux-x86_64-debian-gcc	NOTE	20.3s
r-devel-linux-x86_64-fedora-clang	OK	36.5s
r-devel-linux-x86_64-fedora-gcc	OK	35s
r-devel-macos-arm64	OK	10s
r-devel-windows-x86_64	OK	47s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	22s
r-oldrel-windows-x86_64	OK	51s
r-patched-linux-x86_64	OK	22.5s
r-release-linux-x86_64	OK	20.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	25s
r-release-windows-x86_64	OK	45s

Check details (2 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Georg Hahn <ghahn@hsph.harvard.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Georg",
                    family = "Hahn",
                    role = c("aut", "cre"),
                    email = "ghahn@hsph.harvard.edu")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Georg Hahn <ghahn@hsph.harvard.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Georg",
                    family = "Hahn",
                    role = c("aut", "cre"),
                    email = "ghahn@hsph.harvard.edu")
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Georg Hahn <ghahn@hsph.harvard.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Georg",
                    family = "Hahn",
                    role = c("aut", "cre"),
                    email = "ghahn@hsph.harvard.edu")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Georg Hahn <ghahn@hsph.harvard.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Georg",
                    family = "Hahn",
                    role = c("aut", "cre"),
                    email = "ghahn@hsph.harvard.edu")
as necessary.

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Version History

new 1.0 Mar 10, 2026