Tveten/capacc: Collective and point anomalies in cross-correlated data
An efficient implementation of the CAPA-CC method and CPT-CC for a single change. Includes plotting functionality from the anomaly package, as well as code for reproducing results in the paper Tveten, Eckley, Fearnhead (2020) "Scalable changepoint and anaomly detection in cross-correlated data with an application to condition monitoring".
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Martin Tveten |
| Maintainer | Martin Tveten <matveten@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
