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roboBayes  

Robust Online Bayesian Monitoring
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("roboBayes", "1.2")



Attach the package and use:
library("roboBayes")
Maintained by
Shannon T. Holloway
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-16
Latest Update: 2023-12-13
Description:
An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) ) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) ). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.
How to cite:
Shannon T. Holloway (2022). roboBayes: Robust Online Bayesian Monitoring. R package version 1.2, https://cran.r-project.org/web/packages/roboBayes. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.1 (2022-08-16 12:00)
Other packages that cited roboBayes R package
View roboBayes citation profile
Other R packages that roboBayes depends, imports, suggests or enhances
Complete documentation for roboBayes
Functions, R codes and Examples using the roboBayes R package
Some associated functions: roboBayes . 
Some associated R codes: RcppExports.R . checkTypes.R . initRoboBayes.R . regressionInit.R . roboBayes.R . verifyAnalysisSettings.R .  Full roboBayes package functions and examples
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