Implements Collective And Point Anomaly (CAPA) <arXiv:1806.01947>, Multi-Variate Collective And Point Anomaly (MVCAPA) <arXiv:1909.01691>, Proportion Adaptive Segment Selection (PASS) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) <arXiv:1412.5565> methods for the detection of anomalies in time series data. Also includes sequential versions of CAPA and MVCAPA <arXiv:2009.06670>.
| Version: | 4.0.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | dplyr, rlang, methods, assertive, Rdpack, ggplot2, reshape2, Rcpp (≥ 0.12.18), robustbase, cowplot, xts, zoo, robust, runner, magrittr, caTools |
| LinkingTo: | Rcpp, BH |
| Published: | 2021-10-20 |
| 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 |
| CRAN checks: | anomaly results |
| Reference manual: | anomaly.pdf |
| Package source: | anomaly_4.0.2.tar.gz |
| Windows binaries: | r-devel: anomaly_4.0.2.zip, r-release: anomaly_4.0.2.zip, r-oldrel: anomaly_4.0.2.zip |
| macOS binaries: | r-release (arm64): anomaly_4.0.2.tgz, r-oldrel (arm64): anomaly_4.0.2.tgz, r-release (x86_64): anomaly_4.0.2.tgz, r-oldrel (x86_64): anomaly_4.0.2.tgz |
| Old sources: | anomaly archive |
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