R-universe - gtromano (Gaetano Romano)

DeCAFS - Detecting Changes in Autocorrelated and Fluctuating Signals

Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.

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change-detectionchangepoint-detectiontime-series-analysiscpp

3.18 score 3 stars 2 scripts 156 downloads

focus - Online Changepoint Detection in Univariate and Multivariate Data Streams

Provides high-performance online changepoint detection in univariate and multivariate data streams. Implements efficient 'C++' backends for the 'focus', 'md-focus' and 'np-focus' algorithms, with an 'R' interface for real-time monitoring and offline analysis. The package bundles code from 'Qhull' <http://www.qhull.org/>, by C. B. Barber and The Geometry Center. See 'inst/COPYRIGHTS' for details.

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cpp

2.72 score 35 scripts 213 downloads