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:Laura Wendelberger [aut], Josh Gray [aut], Brian Reich [aut], Alyson Wilson [aut], Shannon T. Holloway [aut, cre]

roboBayes_1.2.tar.gz
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roboBayes.pdf |roboBayes.html✨
roboBayes/json (API)
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Exports:roboBayes

Dependencies:RcppRcppArmadilloRcppDist