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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), <doi:10.48550/arXiv.2310.18611>.
| Version: | 0.2.4 |
| Depends: | R (≥ 3.5.0), methods (≥ 4.2.2), rlang (≥ 1.0.6), ggplot2 (≥ 3.4.0), ggpubr (≥ 0.5.0), reshape2 (≥ 1.4.4), FastGaSP (≥ 0.5.2) |
| Imports: | Rcpp (≥ 1.0.9) |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2024-02-17 |
| Author: | Hanmo Li [aut, cre], Yuedong Wang [aut], Mengyang Gu [aut] |
| Maintainer: | Hanmo Li <hanmo at pstat.ucsb.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | SKFCPD results |
| Reference manual: | SKFCPD.pdf |
| Package source: | SKFCPD_0.2.4.tar.gz |
| Windows binaries: | r-devel: SKFCPD_0.2.4.zip, r-release: SKFCPD_0.2.4.zip, r-oldrel: SKFCPD_0.2.4.zip |
| macOS binaries: | r-release (arm64): SKFCPD_0.2.4.tgz, r-oldrel (arm64): SKFCPD_0.2.4.tgz, r-release (x86_64): SKFCPD_0.2.4.tgz, r-oldrel (x86_64): SKFCPD_0.2.4.tgz |
| Old sources: | SKFCPD archive |
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