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 <>
Package repositoryView on CRAN
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anomaly documentation built on Oct. 21, 2021, 1:06 a.m.