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ffstream  

Forgetting Factor Methods for Change Detection in Streaming Data
View on CRAN: Click here


Download and install ffstream package within the R console
Install from CRAN:
install.packages("ffstream")

Install from Github:
library("remotes")
install_github("cran/ffstream")

Install by package version:
library("remotes")
install_version("ffstream", "0.1.7.2")



Attach the package and use:
library("ffstream")
Maintained by
Dean Bodenham
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-13
Latest Update: 2023-05-30
Description:
An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) which adaptively estimates the mean and variance of a stream in order to detect multiple changepoints in streaming data. The implementation is in 'C++' and uses 'Rcpp'. Additionally, implementations of the fixed forgetting factor scheme from the same paper, as well as the classic cumulative sum ('CUSUM') and exponentially weighted moving average ('EWMA') methods, are included.
How to cite:
Dean Bodenham (2016). ffstream: Forgetting Factor Methods for Change Detection in Streaming Data. R package version 0.1.7.2, https://cran.r-project.org/web/packages/ffstream
Previous versions and publish date:
0.1.2 (2016-11-13 23:00), 0.1.5 (2016-11-22 18:23), 0.1.6 (2018-05-14 10:03), 0.1.7.2 (2023-05-30 12:20)
Other packages that cited ffstream R package
View ffstream citation profile
Other R packages that ffstream depends, imports, suggests or enhances
Functions, R codes and Examples using the ffstream R package
Some associated functions: AFF_scaled_stream_jumpdetect . AFF_scaled_stream_jumpdetect_prechange . AFF_scaled_stream_no_change_detection . CUSUM_stream_jumpdetect . CUSUM_stream_jumpdetect_prechange . EWMA_stream_jumpdetect . EWMA_stream_jumpdetect_prechange . FFF_stream_jumpdetect . FFF_stream_jumpdetect_prechange . checkAFFMeanCDargs . checkAFFargs . checkBooleans . checkCUSUMMeanCDargs . checkEWMAMeanCDargs . checkFFFMeanCDargs . checkFFFargs . checkPrechange . checkStream . combineTwoOneSidedPvaluesR . computeAFFMean . computeFFFMean . computeOneSidedPvalueR . computeTwoSidedPvalueR . convertPvalueToCorrectSideR . cpp_computeAFFMean . cpp_computeFFFMean . cpp_detectAFFMeanMultiple . cpp_detectAFFMeanSingle . cpp_detectAFFMeanSinglePrechange . cpp_detectCUSUMMeanMultiple . cpp_detectCUSUMMeanSingle . cpp_detectCUSUMMeanSinglePrechange . cpp_detectEWMAMeanMultiple . cpp_detectEWMAMeanSingle . cpp_detectEWMAMeanSinglePrechange . cpp_detectFFFMeanMultiple . cpp_detectFFFMeanSingle . cpp_detectFFFMeanSinglePrechange . demo_ffstream . detectAFFMean . detectCUSUMMean . detectEWMAMean . detectFFFMean . doesNotExist . ensureFolderDoesNotEndInSep . ffstream . ffstream_vignette . getExistsErrorMessage . getFiniteErrorMessage . getInBoundsErrorMessage . getIsAboveErrorMessage . getMissingErrorMessage . getNormalLimitsFromList . get_L_deriv . get_nextobs_fromstream . get_xbar . get_xbar_deriv . getv_from_u_and_w . inbounds . initAFFMean . initAFFMeanCD . initCUSUMMeanCD . initEWMAMeanCD . initFFFMean . initFFFMeanCD . isAboveBound . isInBounds . isInBoundsStrictly . isInLimitsNormal . isInteger . makeStreamMeanChangeR . modifyFunctionPrefix . modifyValueStr . update_Delta . update_Omega . update_ffmean . update_lambda . update_m . update_mean . update_streampos . update_u . update_var . update_w . 
Some associated R codes: RcppExports.R . demo.R . detectAFFMeanCDR.R . detectCUSUMMeanCDR.R . detectEWMAMeanCDR.R . detectFFFMeanCDR.R . errorMessage.R . ffstream-package.R . init.R . originalRcode.R . originalRcodePrechange.R . processVectorsR.R . utils.R . zzz.R .  Full ffstream package functions and examples
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