Package: bayesWatch 0.1.3

Alexander C. Murph

bayesWatch: Bayesian Change-Point Detection for Process Monitoring with Fault Detection

Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) <arxiv:2310.02940>.

Authors:Alexander C. Murph [aut, cre], Reza Mohammadi [ctb, cph], Alex Lenkoski [ctb, cph], Andrew Johnson [ctb]

bayesWatch_0.1.3.tar.gz
bayesWatch_0.1.3.tar.gz(r-4.5-noble)bayesWatch_0.1.3.tar.gz(r-4.4-noble)
bayesWatch_0.1.3.tgz(r-4.4-emscripten)bayesWatch_0.1.3.tgz(r-4.3-emscripten)
bayesWatch.pdf |bayesWatch.html
bayesWatch/json (API)
NEWS

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

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

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

2.00 score 1 stars 3 scripts 281 downloads 3 exports 42 dependencies

Last updated 11 months agofrom:51686ce3ea. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-linux-x86_64OKNov 23 2024

Exports:bayeswatchdetect_faultsget_point_estimate

Dependencies:BDgraphBHCholWishartclicolorspacecorpcorcpp11essfansifarverggplot2gluegridExtragtableHotellingigraphisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrpROCR6RColorBrewerRcppRcppArmadilloRcppEigenrlangscalestibbleutf8vctrsviridisLitewithr