Package: SKFCPD
Type: Package
Title: Fast Online Changepoint Detection for Temporally Correlated Data
Version: 0.2.4
Date: 2024-02-15
Authors@R: c(person(given="Hanmo",family="Li",role=c("aut", "cre"),
    email="hanmo@pstat.ucsb.edu"), 
    person(given="Yuedong",family="Wang", role=c("aut"),
    email="yuedong@pstat.ucsb.edu"),
    person(given="Mengyang",family="Gu", role=c("aut"),
    email="mengyang@pstat.ucsb.edu"))
Maintainer: Hanmo Li <hanmo@pstat.ucsb.edu>
Author: Hanmo Li [aut, cre], Yuedong Wang [aut], Mengyang Gu [aut]
Description: 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>.
License: GPL (>= 3)
Depends: R (>= 3.5.0), methods (>= 4.2.2), rlang (>= 1.0.6), ggplot2
        (>= 3.4.0), ggpubr (>= 0.5.0), reshape2 (>= 1.4.4), FastGaSP
        (>= 0.5.2)
Imports: Rcpp (>= 1.0.9)
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Encoding: UTF-8
Packaged: 2026-10-03 09:30:37 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2024-02-18 02:31:58 UTC
RemoteUrl: https://github.com/cran/SKFCPD
RemoteRef: HEAD
RemoteSha: 6ab874044e9d8a0425fb353dc5a98b0ee68ff273