corrad: Correlation anomaly detection
In taroyaoyama/corrad: Correlation anomaly detection
Description
Correlation anomaly detection
Usage
1
Arguments
DA
reference data matrix.
DB
test data matrix.
rho
penalty weight for graphical lasso.
lag
boolean. defalut is FALSE.
if TRUE, it corrects time lag between time series
by maximizing cross-correlation.
eliminate_phase
boolean. defalut is FALSE.
if TRUE, it executes foulier-amplitude-based CAD (CAD-II).
taroyaoyama/corrad documentation built on Feb. 13, 2020, 4:49 a.m.
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Description
Correlation anomaly detection
Usage
1 |
Arguments
DA |
reference data matrix. |
DB |
test data matrix. |
rho |
penalty weight for graphical lasso. |
lag |
boolean. defalut is FALSE. if TRUE, it corrects time lag between time series by maximizing cross-correlation. |
eliminate_phase |
boolean. defalut is FALSE. if TRUE, it executes foulier-amplitude-based CAD (CAD-II). |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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