Scores#

score_factory([score])

Return score function and its initializer.

init_mean_score(X)

Precompute sums for mean_score.

mean_score(precomputed_params, starts, ends, ...)

Calculate the CUSUM score for a change in the mean.

mean_anomaly_score(precomputed_params, ...)

Calculate the CUSUM score for difference in the mean of a subinterval.

init_mean_var_score(X)

Precompute sums and squared sums for mean_var_score.

mean_var_score(precomputed_params, starts, ...)

Calculate the score for a change in the mean and/or variance.

mean_var_anomaly_score(precomputed_params, ...)

Calculate the score for an anomaly in the mean and/or variance.

init_mean_cov_score(X)

Precompute quantities for the mean_cov_score.

mean_cov_score(precomputed_params, starts, ...)

Calculate likelihood ratio scores for a change in mean and covariance [R06523a6da177-1].