Does anyone know of a simple script for performing the Hinkley-Page Cumulative Sum Algorithm?

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Paul Fishback
Paul Fishback le 23 Mai 2013
Commenté : Ashish le 3 Juin 2024
I'm looking for a basic implementation of the Hinkley-Page Cumulative Sum Algorithm ('CUSUM') for automatic detection of change points in a time series. ("Inference About the Change Point from Cumulative Sum Tests, Biometrika, 58, 1970, 509-523.
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Ashish
Ashish le 3 Juin 2024
hey! did you find the implementation anywhere? would appreciate alot if you could direct me to it, thanks and regards!

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