The ocd R package provides the S3 class
ChangepointDetector that processes data sequentially and
aims to detect change as soon as it occurs online subject to false alarm
rates.
library(devtools)
install_github('wangtengyao/ocd')Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.