Vanilla percentage | Multiple epochs | Notes | Appendix: all code snippets

Data setup | Univariate mean change | Univariate mean and/or variance change | Multivariate mean change | Multivariate mean and/or variance change | Linear regression | Logistic regression | Poisson regression | Lasso | AR(3) | GARCH(1, 1) | VAR(2) | Detection comparison using well_log | Time comparison using well_log | Notes | Related issues | Acknowledgements | Appendix: all code snippets

Setup | Logistic regression | Poisson regression | Penalized linear regression | Notes | Appendix: all code snippets

Compiled (C++) custom cost functions | Notes | Appendix: all code snippets

Exploration of the QMLE method for ARMA models | Notes | Appendix: all code snippets

Introduction | Time Complexity Simulation for fastcpd.mean() | Impact of SeDG in fastcpd.lasso() | Notes | Appendix: all code snippets