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Python package implementing change detection and change point estimation using a joint distribution estimated from a training set of similar signals

License: MIT License

Jupyter Notebook 97.83% Python 2.17%

jointgaussianchangedetector's Introduction

JointGaussianChangeDetector

Python package implementing change detection and change point estimation using a joint distribution estimated from a training set of similar signals

Getting Started

Please see the example.ipynb for usage examples. This file will render in html on the github repo for easy viewing.

Installing

Package can be installed by running

python setup.py install

in the directory contaning the setup.py

Running the tests

Tests can be run using

python setup.py test

Note only minimal tests are present at this stage

Authors

License

This project is licensed under the MIT License - see the LICENSE file for details

jointgaussianchangedetector's People

Contributors

willemolding avatar

Watchers

James Cloos avatar

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