Functionality for automatically selecting which principal components to keep for detecting changes in the mean and/or covariance matrix. The choice of principal axes to project data onto is tailored to a normal state covariance matrix and a customizable distribution over relevant change scenarios. Both regular PCA and dynamic PCA can be handled.
|Maintainer||Martin Tveten <firstname.lastname@example.org>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.