Bocd
Python implementation of Bayesian online changepoint detection
Install / Use
npx skills add gwgundersen/bocdInstalls into whichever agent you are using.
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/
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