lanl-ansi/MVAD: MultiVariate Anomaly Detection
Evaluating the distance of residuals from estimated VAR(k) models error distributions using Mahalanobis and conditional probabilities on real-time, high-frequency, multivariate data streams. A use-case and example of how to find the input parameters can be found from our arxiv paper: arXiv:1911.06316 .
Getting started
Browse package contents
Package details |
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| Author | Christopher Hannon [aut, cre] |
| Maintainer | Christopher Hannon <channon@iit.edu> |
| License | BSD_3_clause |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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