An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) <doi:10.1007/s11222-016-9684-8> which adaptively estimates the mean and variance of a stream in order to detect multiple changepoints in streaming data. The implementation is in C++ and uses Rcpp. Additionally, implementations of the fixed forgetting factor scheme from the same paper, as well as the classic CUSUM and EWMA methods, are included.
| Version: | 0.1.6 |
| Depends: | R (≥ 3.5.0), Rcpp (≥ 0.12.16) |
| Imports: | methods |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 2.0.0), knitr, rmarkdown |
| Published: | 2018-05-14 |
| Author: | Dean Bodenham |
| Maintainer: | Dean Bodenham <deanbodenhampkgs at gmail.com> |
| License: | GPL-2 | GPL-3 |
| URL: | http://www.deanbodenham.com/ffstream |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | ffstream results |
| Reference manual: | ffstream.pdf |
| Vignettes: |
ffstream_0.1.6 |
| Package source: | ffstream_0.1.6.tar.gz |
| Windows binaries: | r-devel: ffstream_0.1.6.zip, r-release: ffstream_0.1.6.zip, r-oldrel: ffstream_0.1.6.zip |
| macOS binaries: | r-release (arm64): ffstream_0.1.6.tgz, r-oldrel (arm64): ffstream_0.1.6.tgz, r-release (x86_64): ffstream_0.1.6.tgz, r-oldrel (x86_64): ffstream_0.1.6.tgz |
| Old sources: | ffstream archive |
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