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Bocd

Python implementation of Bayesian online changepoint detection

Install / Use

npx skills add gwgundersen/bocd

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About this skill

Quality Score

0/100

Supported Platforms

Universal

README

Bayesian Online Changepoint Detection

Python implementation of Bayesian online changepoint detection for a normal model with unknown mean parameter. For details, see Adams & MacKay 2007:

    Bayesian Online Changepoint Detection

This code is associated with the following blog posts:

    http://gregorygundersen.com/blog/2019/08/13/bocd/<br>     http://gregorygundersen.com/blog/2020/10/20/implementing-bocd/

Related Skills

View on GitHub
GitHub Stars111
CategoryDevelopment
Updated9d ago
Forks32

Languages

Python

Security Score

95/100

Audited on Jul 30, 2026

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