anomaly: An R package for detecting anomalies in data.

Fisch, Alex and Grose, Daniel and Eckley, Idris and Fearnhead, Paul (2018) anomaly: An R package for detecting anomalies in data. UNSPECIFIED.

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Abstract

Implements Collective And Point Anomaly (CAPA) <arXiv:1806.01947>, Multi-Variate Collective And Point Anomaly (MVCAPA) <arXiv:1909.01691>, Proportion Adaptive Segment Selection (PASS) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) <doi:10.1214/16-BA998> methods for the detection of anomalies in time series data.

Item Type:
Other
Additional Information:
Online
ID Code:
133676
Deposited By:
Deposited On:
21 May 2019 13:35
Refereed?:
No
Published?:
Published
Last Modified:
06 Mar 2020 01:48