anomalous: Anomaly Detection using the CAPA and PELT Algorithms

Smith, Paul (2024) anomalous: Anomaly Detection using the CAPA and PELT Algorithms. UNSPECIFIED.

Abstract

Flexible implementations in R of the univariate CAPA <doi:10.1002/sam.11586> and PELT <doi:10.1080/01621459.2012.737745> algorithms along with various cost functions for different distributions and models. The modular design, using R6 classes, favor ease of extension (for example user written cost functions) over the performance of other implementations (e.g. <doi:10.32614/CRAN.package.changepoint>, <doi:10.32614/CRAN.package.anomaly>).