This package is concerned with the detection and correction of anomalies in heterogeneous real-world data. Typical problems are the quality control of historic temperature data from weather stations, and early detection of 'breakouts' in cloud data or financial series. It includes a cumulative technique showing a significant improvement in the detection limit for baseline-shifts relative to a commonly used alternative.
To install:
>install.packages("devtools")
>library(devtools)
>install_github("anomaly")
A vignette is available in the vignette directory.
Example files are located in the examples directory.
Examples and stuff added to point where it builds and runs examples correctly.
Now consists of only three functions. The package data.table is so concise eliminated a lot of code.
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