bayesianchangepoint
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Published
20 hours ago •
JackKelly
JackKelly
An implementation of Adams & MacKay 2007 "Bayesian Online Changepoint Detection"
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[Here's](https://github.com/scipy/scipy/pull/2648) a pull request for NIG. I've just installed scipy 0.13 using pip and I can't see NIG in there. Maybe I need the latest cost from git as per...
enhancement