anomaly: Detecting Anomalies in Data

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>.

Getting started

Package details

AuthorAlex Fisch [aut], Daniel Grose [aut, cre], Lawrence Bardwell [aut, ctb], Idris Eckley [aut, ths], Paul Fearnhead [aut, ths]
MaintainerDaniel Grose <dan.grose@lancaster.ac.uk>
LicenseGPL
Version4.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("anomaly")

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anomaly documentation built on Oct. 21, 2021, 1:06 a.m.