We just released a new software suite in Python, implementing a range of changepoint_algorithms!

changepoint_online contains all Focus exponential family algorithms as well as the NPFocus algorithm for non-parametric changepoint detection.

It’s versatile enough to be applied in scenarios where the pre-change parameter is either known or unknown.

It is possible to apply constraints to detect specific types of changes (such as increases or decreases in parameter values).

Check it out here on the github page or install via:

    pip install changepoint-online