Sequential and batch change detection for univariate data streams, using the change point model framework. The cpm R package performs sequential and batch change detection for univariate data streams, using the change point model framework. The package can be found on CRAN and is written and maintained by Dr. Gordon Ross. The package offers a set of functions to allow nonparametric distribution-free change detection in the mean, variance, or general distribution of a given sequence of observations. Parametric change detection methods are also provided for Gaussian, Bernoulli and Exponential sequences. Both the batch (Phase I) and sequential (Phase II) settings are supported, and the sequences may contain either a single or multiple change points. This article was published on 2025-04-22
