Package: roboBayes 1.2

Shannon T. Holloway

roboBayes: Robust Online Bayesian Monitoring

An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <arxiv:0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <arxiv:2112.12899>). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.

Authors:Laura Wendelberger [aut], Josh Gray [aut], Brian Reich [aut], Alyson Wilson [aut], Shannon T. Holloway [aut, cre]

roboBayes_1.2.tar.gz
roboBayes_1.2.tar.gz(r-4.5-noble)roboBayes_1.2.tar.gz(r-4.4-noble)
roboBayes_1.2.tgz(r-4.4-emscripten)roboBayes_1.2.tgz(r-4.3-emscripten)
roboBayes.pdf |roboBayes.html✨
roboBayes/json (API)
NEWS

# Install 'roboBayes' in R:
install.packages('roboBayes', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

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

openblascppopenmp

1.00 score 215 downloads 1 exports 3 dependencies

Last updated 1 years agofrom:25b7132bd4. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-linux-x86_64OKMar 08 2025
R-4.4-linux-x86_64OKMar 08 2025

Exports:roboBayes

Dependencies:RcppRcppArmadilloRcppDist

Citation

To cite package ‘roboBayes’ in publications use:

Wendelberger L, Gray J, Reich B, Wilson A, Holloway S (2023). roboBayes: Robust Online Bayesian Monitoring. R package version 1.2, https://CRAN.R-project.org/package=roboBayes.

Corresponding BibTeX entry: 

  @Manual{,
    title = {roboBayes: Robust Online Bayesian Monitoring},
    author = {Laura Wendelberger and Josh Gray and Brian Reich and
      Alyson Wilson and Shannon T. Holloway},
    year = {2023},
    note = {R package version 1.2},
    url = {https://CRAN.R-project.org/package=roboBayes},
  }