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-4.5-noble)SKFCPD_0.2.4.tar.gz(r-4.4-noble)
SKFCPD_0.2.4.tgz(r-4.4-emscripten)SKFCPD_0.2.4.tgz(r-4.3-emscripten)
SKFCPD.pdf |SKFCPD.html✨
SKFCPD/json (API)

# Install 'SKFCPD' in R:
install.packages('SKFCPD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

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

1.30 score 5 scripts 126 downloads 26 exports 71 dependencies

Last updated 9 months agofrom:6ab874044e. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 15 2024
R-4.5-linux-x86_64OKOct 15 2024

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_likeplot_SKFCPDproductPowerMinusHalfSKFCPD

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfansifarverFastGaSPFormulagenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandlabelinglatticelifecyclelme4magrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpolynompurrrquantregR6RColorBrewerRcppRcppEigenreshape2rlangrstatixscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithr