Package: kcpRS 1.1.1
Kristof Meers
kcpRS: Kernel Change Point Detection on the Running Statistics
The running statistics of interest is first extracted using a time window which is slid across the time series, and in each window, the running statistics value is computed. KCP (Kernel Change Point) detection proposed by Arlot et al. (2012) <arxiv:1202.3878> is then implemented to flag the change points on the running statistics (Cabrieto et al., 2018, <doi:10.1016/j.ins.2018.03.010>). Change points are located by minimizing a variance criterion based on the pairwise similarities between running statistics which are computed via the Gaussian kernel. KCP can locate change points for a given k number of change points. To determine the optimal k, the KCP permutation test is first carried out by comparing the variance of the running statistics extracted from the original data to that of permuted data. If this test is significant, then there is sufficient evidence for at least one change point in the data. Model selection is then used to determine the optimal k>0.
Authors:
kcpRS_1.1.1.tar.gz
kcpRS_1.1.1.tar.gz(r-4.5-noble)kcpRS_1.1.1.tar.gz(r-4.4-noble)
kcpRS_1.1.1.tgz(r-4.4-emscripten)kcpRS_1.1.1.tgz(r-4.3-emscripten)
kcpRS.pdf |kcpRS.html✨
kcpRS/json (API)
NEWS
# Install 'kcpRS' in R: |
install.packages('kcpRS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- CO2Inhalation - CO2 Inhalation Data
- MentalLoad - Mental Load Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:9fbbcb62b0. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 18 2024 |
R-4.5-linux-x86_64 | OK | Dec 18 2024 |
Exports:kcpRSkcpRS_workflowrunARrunCorrrunMeanrunVar
Dependencies:codetoolsdoParallelforeachiteratorsRColorBrewerRcppRcppArmadilloRcppParallelroll
Readme and manuals
Help Manual
Help page | Topics |
---|---|
KCP on the running statistics | kcpRS-package |
CO2 Inhalation Data | CO2Inhalation |
Get the matrix of optimized scatters used in locating the change points. | getScatterMatrix |
KCP (Kernel Change Point) Detection | kcpa |
KCP on the running statistics | kcpRS kcpRS.default plot.kcpRS print.kcpRS summary.kcpRS |
KCP on the Running Statistics Workflow | kcpRS_workflow kcpRS_workflow.default plot.kcpRS_workflow print.kcpRS_workflow summary.kcpRS_workflow |
Mental Load Data | MentalLoad |
KCP Permutation Test | permTest |
Running Autocorrelations | runAR |
Running Correlations | runCorr |
Running Means | runMean |
Running Variances | runVar |