Package: SKFCPD 0.2.4

Hanmo Li

SKFCPD: Fast Online Changepoint Detection for Temporally Correlated Data

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), <arxiv:2310.18611>.

Authors:Hanmo Li [aut, cre], Yuedong Wang [aut], Mengyang Gu [aut]

SKFCPD_0.2.4.tar.gz
SKFCPD_0.2.4.tar.gz(r-4.7-arm64)SKFCPD_0.2.4.tar.gz(r-4.7-x86_64)SKFCPD_0.2.4.tar.gz(r-4.6-arm64)SKFCPD_0.2.4.tar.gz(r-4.6-x86_64)
SKFCPD_0.2.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
SKFCPD/json (API)

# Install 'SKFCPD' in R:
install.packages('SKFCPD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 5 scripts 175 downloads 27 exports 81 dependencies

Last updated from:6ab874044e. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK159
linux-devel-x86_64OK171
source / vignettesOK216
linux-release-arm64OK141
linux-release-x86_64OK169
wasm-releaseOK131

Exports:compute_log_likConstruct_G_exp_fastGPConstruct_G_matern_5_2_fastGPConstruct_G_matern_5_2_one_dimConstruct_G_W_W0_VConstruct_W_exp_fastGPConstruct_W_matern_5_2_fastGPConstruct_W_matern_5_2_one_dimConstruct_W0_exp_one_dimConstruct_W0_matern_5_2_one_dimCPD_DLMEstimate_GP_paramsGaSP_CPD_pred_dist_objective_prior_direct_onlineGaSP_CPD_pred_dist_objective_prior_KF_onlineGet_log_det_S2_one_dimget_LY_onlineget_mu_sigma_hatget_predictive_dist_direct_objective_priorget_predictive_dist_KF_objective_priorGet_Q_KKF_iniKF_ini_for_profile_likeKF_param_update_for_profile_likeplotplot_SKFCPDproductPowerMinusHalfSKFCPD

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfarverFastGaSPforecastFormulafracdiffgenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasreshape2rlangrstatixrstiefelS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo