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'))
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.

cpp

1.00 score 5 scripts 184 downloads 26 exports 74 dependencies

Last updated 1 years agofrom:6ab874044e. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 12 2025
R-4.5-linux-x86_64OKFeb 12 2025

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:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfansifarverFastGaSPFormulagenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandlabelinglatticelifecyclelme4magrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasreshape2rlangrstatixscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithr