An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) <doi:10.1109/ICDM.2016.0119>. It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.
Version: 0.3.0 Imports: ggplot2, glasso, mvtnorm, stats, tidyr, utils, zoo Suggests: dplyr, ModelMetrics, testthat, covr, knitr, rmarkdown Published: 2018-04-16 DOI: 10.32614/CRAN.package.sGMRFmix Author: Koji Makiyama [cre, aut] Maintainer: Koji Makiyama <hoxo.smile at gmail.com> License: MIT + file LICENSE NeedsCompilation: no Materials: NEWS CRAN checks: sGMRFmix results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=sGMRFmix to link to this page.
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