quantlib-ml

Changepoint Detect

Detect changepoints in time series using Bayesian or CUSUM method

post/quantlib/ml/changepoint/detect

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/ml/changepoint/detect
  • Auth: API key in header X-API-Key

Request body

datanumber[] required
methodstring
thresholdnumber
hazard_ratenumber
driftnumber

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.