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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:6ab874044e. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 14 2024 |
| R-4.5-linux-x86_64 | OK | Dec 14 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
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Dynamic Linear Model for Online Changepoint Detection | SKFCPD-package |
| Estimate parameters from fast computation of GaSP model | Estimate_GP_params |
| Plot for SKFCPD model | plot_SKFCPD |
| Getting the results of the SKFCPD model | SKFCPD |
| Class '"SKFCPD"' | SKFCPD-class |