Package: SKFCPD
Type: Package
Title: Fast Online Changepoint Detection for Temporally Correlated Data
Version: 0.2.4
Date: 2024-02-15
Authors@R: c(person(given="Hanmo",family="Li",role=c("aut", "cre"),
    email="hanmo@pstat.ucsb.edu"), 
    person(given="Yuedong",family="Wang", role=c("aut"),
    email="yuedong@pstat.ucsb.edu"),
    person(given="Mengyang",family="Gu", role=c("aut"),
    email="mengyang@pstat.ucsb.edu"))
Maintainer: Hanmo Li <hanmo@pstat.ucsb.edu>
Author: Hanmo Li [aut, cre],
  Yuedong Wang [aut],
  Mengyang Gu [aut]
Description: 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), <arXiv:2310.18611>.
License: GPL (>= 3)
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
NeedsCompilation: yes
Encoding: UTF-8
Packaged: 2024-02-16 05:00:08 UTC; lihan
Repository: CRAN
Date/Publication: 2024-02-17 23:30:12 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 04:10:53 UTC; unix
Archs: SKFCPD.so.dSYM
