anomaly: Detecting Anomalies in Data

Implements Collective And Point Anomaly (CAPA) Fisch, Eckley, and Fearnhead (2022) <doi:10.1002/sam.11586>, Multi-Variate Collective And Point Anomaly (MVCAPA) Fisch, Eckley, and Fearnhead (2021) <doi:10.1080/10618600.2021.1987257>, Proportion Adaptive Segment Selection (PASS) Jeng, Cai, and Li (2012) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) Bardwell and Fearnhead (2015) <arXiv:1412.5565>. These methods are for the detection of anomalies in time series data.

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
Version4.3.2
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 Nov. 23, 2023, 5:07 p.m.