cbar: 'cbar' package

In zedoul/cbar: Contextual Bayesian Anomaly Detection in R

Description

cbar: Contextual Bayesian Anomaly Detection in R

This function generates cbar object to detect contextual anomaly and to abstract analysis output.

Usage

cbar(.data, ref_period, mea_period, apply_standardized = T,
  interval = 0.95, seed = NULL, ...)

Arguments

.data	data table with datetime, y, and predictors
ref_period	performance reference period
mea_period	performance measurement period
apply_standardized	whether it will standardized data or not
interval	credible interval. 0.95 by default.
...	params for bsts_model

Details

See the README on Github

For the input .data, note that you should use datetime for the first column name. Also, you should use numeric type for other columns.

Examples

library(cbar)

.data <- mtcars
rownames(.data) <- NULL
datetime <- seq(from = Sys.time(), length.out = nrow(.data), by = "mins")
.data <- cbind(datetime = datetime, .data)

ref_session <- 1:16
mea_session <- 17:nrow(.data)

obj <- cbar(.data, ref_session, mea_session)

zedoul/cbar documentation built on May 4, 2019, 10:14 p.m.