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. Accessed 03 Feb. 2025.
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
Complete documentation for onlineCOV
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

ttbary  
Barycenter Methods for Spatial Point Patterns
Computes a point pattern in R^2 or on a graph that is representative of a collection of many data pa ...
Download / Learn more Package Citations See dependency  
PERMANOVA  
Multivariate Analysis of Variance Based on Distances and Permutations
Calculates multivariate analysis of variance based on permutations and some associated pictorial rep ...
Download / Learn more Package Citations See dependency  
copulaboost  
Fitting Additive Copula Regression Models for Binary Outcome Regression
Additive copula regression for regression problems with binary outcome via gradient boosting [Bran ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
xLLiM  
High Dimensional Locally-Linear Mapping
Provides a tool for non linear mapping (non linear regression) using a mixture of regression model a ...
Download / Learn more Package Citations See dependency  
flowTraceR  
Tracing Information Flow for Inter-Software Comparisons in Mass Spectrometry-Based Bottom-Up Proteomics
Useful functions to standardize software outputs from ProteomeDiscoverer, Spectronaut, DIA-NN and Ma ...
Download / Learn more Package Citations See dependency  

23,580

R Packages

204,057

Dependencies

63,980

Author Associations

23,581

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA