Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), <doi:10.48550/arXiv.2310.18611>.
Version: 0.2.4 Depends: R (≥ 3.5.0), methods (≥ 4.2.2), rlang (≥ 1.0.6), ggplot2 (≥ 3.4.0), ggpubr (≥ 0.5.0), reshape2 (≥ 1.4.4), FastGaSP (≥ 0.5.2) Imports: Rcpp (≥ 1.0.9) LinkingTo: Rcpp, RcppEigen Published: 2024-02-17 DOI: 10.32614/CRAN.package.SKFCPD Author: Hanmo Li [aut, cre], Yuedong Wang [aut], Mengyang Gu [aut] Maintainer: Hanmo Li <hanmo at pstat.ucsb.edu> License: GPL (≥ 3) NeedsCompilation: yes CRAN checks: SKFCPD results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=SKFCPD to link to this page.
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