Package: gStream 0.2.0

Hao Chen

gStream: Graph-Based Sequential Change-Point Detection for Streaming Data

Uses an approach based on k-nearest neighbor information to sequentially detect change-points. Offers analytic approximations for false discovery control given user-specified average run length. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available. See references (1) Chen, H. (2019) Sequential change-point detection based on nearest neighbors. The Annals of Statistics, 47(3):1381-1407. (2) Chu, L. and Chen, H. (2018) Sequential change-point detection for high-dimensional and non-Euclidean data <arxiv:1810.05973>.

Authors:Hao Chen and Lynna Chu

gStream_0.2.0.tar.gz
gStream_0.2.0.tar.gz(r-4.5-noble)gStream_0.2.0.tar.gz(r-4.4-noble)
gStream_0.2.0.tgz(r-4.4-emscripten)gStream_0.2.0.tgz(r-4.3-emscripten)
gStream.pdf |gStream.html
gStream/json (API)

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

Peer review:

Datasets:
  • distM1 - An distance matrix constructed from L2 distance

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

1.30 score 2 stars 70 scripts 116 downloads 1 exports 0 dependencies

Last updated 6 years agofrom:6910248cee. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 15 2024
R-4.5-linuxOKDec 15 2024

Exports:gstream

Dependencies: