CRAN/E | SKFCPD

SKFCPD

Fast Online Changepoint Detection for Temporally Correlated Data

Installation

About

Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), .

Key Metrics

Version 0.2.3
R ≥ 3.5.0
Published 2024-02-01 177 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks SKFCPD results

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Maintainer

Maintainer

Hanmo Li

[email protected]

Authors

Hanmo Li

aut / cre

Yuedong Wang

aut

Mengyang Gu

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0
methods ≥ 4.2.2
rlang ≥ 1.0.6
ggplot2 ≥ 3.4.0
ggpubr ≥ 0.5.0
reshape2 ≥ 1.4.4
FastGaSP ≥ 0.5.2

Imports

Rcpp ≥ 1.0.9

LinkingTo

Rcpp
RcppEigen