Fast change point detection in Python
Project description
fastchange: Fast change point detection in Python
Fastchange is a change point detection library that is intended to be extendable, interpretable, and above all else, fast! We acheive this by adhering to the Scikit-learn API and using Numba, a just-in-time compiler that allows developers to write pure Python with NumPy that is then compiled to fast C code.
Documentation
All documentation can be found at https://gursky1.github.io/fastchange/
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