ex_corrad: Extended correlation anomaly detection (ECAD-I & ECAD-II)
In taroyaoyama/corrad: Correlation anomaly detection

Extended correlation anomaly detection (ECAD-I & ECAD-II)

ex_corrad(
  DA,
  DB,
  rho,
  dlt,
  eliminate_phase = FALSE,
  smooth = FALSE,
  bandwidth = 0.2
)

`DA`	reference data matrix.
`DB`	test data matrix.
`rho`	penalty weight for graphical lasso.
`dlt`	time interval of recorded data.
`eliminate_phase`	boolean. defalut is FALSE. if TRUE, it executes foulier-amplitude-based ECAD (ECAD-II).
`smooth`	boolean. if TRUE, apply parzen-window smoothing to DA & DB.
`bandwidth`	if smooth == TRUE, it specifies bandwidth of parzen-window.