sGMRFmix (0.3.0)

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Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection.

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) . 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.

Maintainer: Koji Makiyama
Author(s): Koji Makiyama [cre, aut]

License: MIT + file LICENSE

Uses: ggplot2, glasso, mvtnorm, tidyr, zoo, testthat, knitr, dplyr, rmarkdown, covr, ModelMetrics

Released almost 2 years ago.

2 previous versions



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