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.zip(r-4.7-x86_64)SKFCPD_0.2.4.zip(r-4.7-arm64)SKFCPD_0.2.4.zip(r-4.6-x86_64)SKFCPD_0.2.4.zip(r-4.6-arm64)
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✨
DESCRIPTION
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 273 downloads 27 exports 80 dependencies

Last updated from:6ab874044e. Checks:10 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK125
linux-devel-x86_64OK185
source / vignettesOK216
linux-release-arm64OK125
linux-release-x86_64OK172
windows-devel-arm64OK218
windows-devel-x86_64OK177
windows-release-arm64OK213
windows-release-x86_64OK136
wasm-releaseOK130

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:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfarverFastGaSPforecastFormulafracdiffgenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasreshape2rlangrstatixrstiefelS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo