onlineCOV

swMATH42773CRANonlineCOVMaRDI QIDQ1351883

Online Change Point Detection in High-Dimensional Covariance Structure

Lingjun Li

Last update: 23 March 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3

Source code repository: https://github.com/cran/onlineCOV

Cites work

• Online Change-Point Detection in High-Dimensional Covariance Structure with Application to Dynamic Networks

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