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) <doi:10.1214/16-BA998> methods for the detection of anomalies in time series data.

Getting started

Package details

AuthorAlex Fisch [aut], Daniel Grose [aut, cre], Lawrence Bardwell [ctb], Idris Eckley [ths], Paul Fearnhead [ths]
MaintainerDaniel Grose <dan.grose@lancaster.ac.uk>
LicenseGPL
Version3.0.1
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 April 14, 2020, 5:21 p.m.