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bayesWatch: Bayesian Change-Point Detection for Process Monitoring with Fault Detection

Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) <doi:10.48550/arXiv.2310.02940>.

Version: 0.1.3
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.7), parallel (≥ 3.6.2), Matrix, Hotelling, CholWishart, ggplot2, gridExtra (≥ 0.9.1), BDgraph, methods, MASS, stats, ess
LinkingTo: Rcpp, RcppArmadillo, RcppEigen, Matrix, CholWishart, BH
Published: 2024-01-27
DOI: 10.32614/CRAN.package.bayesWatch
Author: Alexander C. Murph ORCID iD [aut, cre], Reza Mohammadi ORCID iD [ctb, cph], Alex Lenkoski ORCID iD [ctb, cph], Andrew Johnson [ctb] (andrew.johnson@arjohnsonau.com)
Maintainer: Alexander C. Murph <murph290 at gmail.com>
License: GPL-3
Copyright: file COPYRIGHTS
NeedsCompilation: yes
Citation: bayesWatch citation info
Materials: README NEWS
CRAN checks: bayesWatch results

Documentation:

Reference manual: bayesWatch.pdf

Downloads:

Package source: bayesWatch_0.1.3.tar.gz
Windows binaries: r-devel: bayesWatch_0.1.3.zip, r-release: bayesWatch_0.1.3.zip, r-oldrel: bayesWatch_0.1.3.zip
macOS binaries: r-release (arm64): bayesWatch_0.1.3.tgz, r-oldrel (arm64): bayesWatch_0.1.3.tgz, r-release (x86_64): bayesWatch_0.1.3.tgz, r-oldrel (x86_64): bayesWatch_0.1.3.tgz
Old sources: bayesWatch archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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