anomaly: Detecting Anomalies in Data
Implements Collective And Point Anomaly (CAPA) Fisch, Eckley, and Fearnhead (2022) <doi:10.1002/sam.11586>, Multi-Variate Collective And Point Anomaly (MVCAPA) Fisch, Eckley, and Fearnhead (2021) <doi:10.1080/10618600.2021.1987257>, Proportion Adaptive Segment Selection (PASS) Jeng, Cai, and Li (2012) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) Bardwell and Fearnhead (2015) <arXiv:1412.5565>. These methods are for the detection of anomalies in time series data.
| Version: |
4.3.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
dplyr, tidyr, methods, assertive, ggplot2, Rcpp (≥
0.12.18), xts, zoo, Rdpack |
| LinkingTo: |
Rcpp, BH |
| Suggests: |
robustbase |
| Published: |
2023-08-10 |
| Author: |
Alex Fisch [aut],
Daniel Grose [aut, cre],
Lawrence Bardwell [aut, ctb],
Idris Eckley [aut, ths],
Paul Fearnhead [aut, ths] |
| Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
anomaly results |
Documentation:
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