mmppr: Markov Modulated Poisson Process for Unsupervised Event Detection in Time Series of Counts

Time-series of count data occur in many different contexts. A Markov-modulated Poisson process provides a framework for detecting anomalous events using an unsupervised learning approach.

Author
Graham Mueller [aut, cre]
Date of publication
2016-01-11 09:44:41
Maintainer
Peter Landwehr <peter.landwehr@giantoak.com>
License
GPL (>= 2)
Version
0.1

View on CRAN

Man pages

colon-equals
:=
dirichlet.log.pdf
dirichlet.log.pdf
dirichlet.pdf
dirichlet.pdf
draw.L.given.N0
draw.L.given.N0
draw.M.given.Z
draw.M.given.Z
draw.Z.given.NLM
draw.Z.given.NLM
logp
logp
mmppr
mmppr.
prob.L.given.N0
prob.L.given.N0
prob.M.given.Z
prob.M.given.Z
prob.N.given.LM
prob.N.given.LM
prob.N.given.LZ
prob.N.given.LZ
repmat
repmat
sensorMMPP
sensorMMPP

Files in this package

mmppr
mmppr/NAMESPACE
mmppr/R
mmppr/R/MMPP.R
mmppr/MD5
mmppr/DESCRIPTION
mmppr/man
mmppr/man/draw.M.given.Z.Rd
mmppr/man/prob.M.given.Z.Rd
mmppr/man/prob.L.given.N0.Rd
mmppr/man/repmat.Rd
mmppr/man/dirichlet.log.pdf.Rd
mmppr/man/logp.Rd
mmppr/man/dirichlet.pdf.Rd
mmppr/man/draw.Z.given.NLM.Rd
mmppr/man/draw.L.given.N0.Rd
mmppr/man/prob.N.given.LZ.Rd
mmppr/man/sensorMMPP.Rd
mmppr/man/mmppr.Rd
mmppr/man/colon-equals.Rd
mmppr/man/prob.N.given.LM.Rd