Other packages > Find by keyword >

onlineCOV  

Online Change Point Detection in High-Dimensional Covariance Structure
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("onlineCOV", "1.3")



Attach the package and use:
library("onlineCOV")
Maintained by
Jun Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-23
Latest Update: 2020-03-23
Description:
Implement a new stopping rule to detect anomaly in the covariance structure of high-dimensional online data. The detection procedure can be applied to Gaussian or non-Gaussian data with a large number of components. Moreover, it allows both spatial and temporal dependence in data. The dependence can be estimated by a data-driven procedure. The level of threshold in the stopping rule can be determined at a pre-selected average run length. More detail can be seen in Li, L. and Li, J. (2020) "Online Change-Point Detection in High-Dimensional Covariance Structure with Application to Dynamic Networks." .
How to cite:
Jun Li (2020). onlineCOV: Online Change Point Detection in High-Dimensional Covariance Structure. R package version 1.3, https://cran.r-project.org/web/packages/onlineCOV
Previous versions and publish date:
No previous versions
Other packages that cited onlineCOV R package
View onlineCOV citation profile
Other R packages that onlineCOV depends, imports, suggests or enhances
Functions, R codes and Examples using the onlineCOV R package
Some associated functions: nuisance.est . stopping.rule . 
Some associated R codes: B.mat.R . M.est.R . cor.est.R . nuisance.est.R . stat.test.R . stopping.rule.R .  Full onlineCOV package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns