Package: bayesWatch 0.1.3
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:
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')) |
- day_dts - Simulated Data with Imposed Change-points.
- day_of_observations - Simulated Data with Imposed Change-points.
- full_data - Simulated Data with Imposed Change-points.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 11 months agofrom:51686ce3ea. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 23 2024 |
R-4.5-linux-x86_64 | OK | Nov 23 2024 |
Exports:bayeswatchdetect_faultsget_point_estimate
Dependencies:BDgraphBHCholWishartclicolorspacecorpcorcpp11essfansifarverggplot2gluegridExtragtableHotellingigraphisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrpROCR6RColorBrewerRcppRcppArmadilloRcppEigenrlangscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Fit a bayesWatch object. | bayeswatch |
Determine the cause of a change-point. | detect_faults |
Simulated Data with Imposed Change-points. | day_dts day_of_observations full_data |
Create an estimate on posterior distribution of change-points. | get_point_estimate |
Print function for a bayesWatch object. Prints only the posterior change-point probabilities. | plot.bayesWatch |
Print function for a bayesWatch object. Prints only the posterior change-point probabilities. | print.bayesWatch |