ffstream (0.1.5)

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Forgetting Factor Methods for Change Detection in Streaming Data.

http://cran.r-project.org/web/packages/ffstream

An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) 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.

Maintainer: Dean Bodenham
Author(s): Dean Bodenham

License: GPL-2 | GPL-3

Uses: Rcpp, testthat, knitr, rmarkdown

Released 5 months ago.


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