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SKFCPD
View on CRAN: Click
here
Download and install SKFCPD package within the R console
Install from CRAN:
install.packages("SKFCPD")
Install from Github:
library("remotes")
install_github("cran/SKFCPD")
Install by package version:
library("remotes")
install_version("SKFCPD", "0.2.4")
Attach the package and use:
library("SKFCPD")
Maintained by
Hanmo Li
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-01
Latest Update: 2024-02-17
Description:
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>.
How to cite:
Hanmo Li (2024). SKFCPD: Fast Online Changepoint Detection for Temporally Correlated Data. R package version 0.2.4, https://cran.r-project.org/web/packages/SKFCPD. Accessed 23 Nov. 2024.
Previous versions and publish date:
0.2.3 (2024-02-01 12:00)
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