Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) . It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.


sGMRFmix 0.3.0


  • Improve mode estimation

sGMRFmix 0.2.0

New features

  • Add k-means initializetion


  • Automatically scale input (#2).
  • Refine plot_multivariate_data

Bug fixes

  • Allow to input tibble (#1).

Reference manual

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0.3.0 by Koji Makiyama, 3 years ago

Browse source code at

Authors: Koji Makiyama [cre, aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports ggplot2, glasso, mvtnorm, stats, tidyr, utils, zoo

Suggests dplyr, ModelMetrics, testthat, covr, knitr, rmarkdown

See at CRAN