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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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Package details |
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| Author | Gaetano Romano [aut, cre, trl], Kes Ward [aut], Yuntang Fan [aut], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut], Idris A. Eckley [aut], C. B. Barber [ctb, cph] (Author and copyright holder of bundled 'Qhull' library), The Geometry Center [cph] (Copyright holder of bundled 'Qhull' library) |
| Maintainer | Gaetano Romano <g.romano@lancaster.ac.uk> |
| License | GPL (>= 3) |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
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