Package: roboBayes
Type: Package
Title: Robust Online Bayesian Monitoring
Version: 1.3
Date: 2025-05-04
Authors@R: c(person("Laura", "Wendelberger", role = "aut"),
             person("Josh", "Gray", role = "aut"),
             person("Brian", "Reich", role = "aut"),
             person("Alyson", "Wilson", role = "aut"),
             person("Shannon T.", "Holloway", role = c("aut", "cre"),
                     email = "shannon.t.holloway@gmail.com"))
Author: Laura Wendelberger [aut], Josh Gray [aut], Brian Reich [aut],
        Alyson Wilson [aut], Shannon T. Holloway [aut, cre]
Maintainer: Shannon T. Holloway <shannon.t.holloway@gmail.com>
Description: An implementation of Bayesian online changepoint detection
        (Adams and MacKay (2007) <doi:10.48550/arXiv.0710.3742>) with
        an option for probability based outlier detection and removal
        (Wendelberger et. al. (2021) <doi:10.48550/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.
License: GPL-2
Depends: R (>= 3.5.0), methods
Imports: Rcpp (>= 1.0.7), RcppArmadillo
Suggests: mvtnorm
NeedsCompilation: yes
LinkingTo: Rcpp, RcppArmadillo, RcppDist
Encoding: UTF-8
RoxygenNote: 7.2.3
Collate: 'RcppExports.R' 'checkTypes.R' 'regressionInit.R'
        'initRoboBayes.R' 'verifyAnalysisSettings.R' 'roboBayes.R'
Packaged: 2026-07-24 05:35:06 UTC; root
Repository: https://sth1402.r-universe.dev
Date/Publication: 2025-05-04 18:40:39 UTC
RemoteUrl: https://github.com/cran/roboBayes
RemoteRef: HEAD
RemoteSha: 97d26d5104e34ec9fa537658b6a9d613fb3b9d81