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gStream  

Graph-Based Sequential Change-Point Detection for Streaming Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gStream", "0.2.0")



Attach the package and use:
library("gStream")
Maintained by
Hao Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-10-24
Latest Update: 2019-05-01
Description:
Uses an approach based on k-nearest neighbor information to sequentially detect change-points. Offers analytic approximations for false discovery control given user-specified average run length. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available. See references (1) Chen, H. (2019) Sequential change-point detection based on nearest neighbors. The Annals of Statistics, 47(3):1381-1407. (2) Chu, L. and Chen, H. (2018) Sequential change-point detection for high-dimensional and non-Euclidean data .
How to cite:
Hao Chen (2018). gStream: Graph-Based Sequential Change-Point Detection for Streaming Data. R package version 0.2.0, https://cran.r-project.org/web/packages/gStream. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2018-10-24 23:50)
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Complete documentation for gStream
Functions, R codes and Examples using the gStream R package
Some associated functions: distM1 . gStream-package . gstream . 
Some associated R codes: gStream.R .  Full gStream package functions and examples
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