Package: roboBayes 1.2
roboBayes: Robust Online Bayesian Monitoring
An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <arxiv:0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <arxiv:2112.12899>). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.
Authors:
roboBayes_1.2.tar.gz
roboBayes_1.2.zip(r-4.5)roboBayes_1.2.zip(r-4.4)roboBayes_1.2.zip(r-4.3)
roboBayes_1.2.tgz(r-4.4-x86_64)roboBayes_1.2.tgz(r-4.4-arm64)roboBayes_1.2.tgz(r-4.3-x86_64)roboBayes_1.2.tgz(r-4.3-arm64)
roboBayes_1.2.tar.gz(r-4.5-noble)roboBayes_1.2.tar.gz(r-4.4-noble)
roboBayes_1.2.tgz(r-4.4-emscripten)roboBayes_1.2.tgz(r-4.3-emscripten)
roboBayes.pdf |roboBayes.html✨
roboBayes/json (API)
NEWS
| # Install 'roboBayes' in R: |
| install.packages('roboBayes', repos = c('https://sth1402.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 12 months agofrom:25b7132bd4. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 06 2024 |
| R-4.5-win-x86_64 | OK | Nov 06 2024 |
| R-4.5-linux-x86_64 | OK | Nov 06 2024 |
| R-4.4-win-x86_64 | OK | Nov 06 2024 |
| R-4.4-mac-x86_64 | OK | Nov 06 2024 |
| R-4.4-mac-aarch64 | OK | Nov 06 2024 |
| R-4.3-win-x86_64 | OK | Nov 06 2024 |
| R-4.3-mac-x86_64 | OK | Nov 06 2024 |
| R-4.3-mac-aarch64 | OK | Nov 06 2024 |
Exports:roboBayes
Dependencies:RcppRcppArmadilloRcppDist
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| roboBayes: Robust Online Bayesian Monitoring | roboBayes |
