SKFCPD

Fast Online Changepoint Detection for Temporally Correlated Data

Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), .

Reference manual

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install.packages("SKFCPD")

0.2.4 by Hanmo Li, 3 years ago

Browse source code at https://github.com/cran/SKFCPD

Authors: Hanmo Li [aut, cre] , Yuedong Wang [aut] , Mengyang Gu [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp

Depends on methods, rlang, ggplot2, ggpubr, reshape2, FastGaSP

Linking to Rcpp, RcppEigen

See at CRAN

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