Statistical methods for the estimation of the change-point in a Poisson process

To try out the Poisson change-point estimation procedure as outlined in West and Ogden (1997), choose one of the following options:

  • Enter your data into a form.
  • Enter the URL of the file containing your data.
  • Use an example data set.

    • FORTRAN source code is also available.

    Reference:
    West, R. W. and Ogden, R. T. (1997). Continuous-time Estimation of a Change-point in a Poisson Process. Journal of Statistical Computation and Simulation 56: 293--302. (Also available as Technical Report 185.)

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