roboBayes

An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) doi:10.48550/arXiv.0710.3742) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) doi:10.48550/arXiv.2112.12899). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.

Last 30 days

This package has been downloaded 144 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,912 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 23 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.