Multivariate time series analysis based on Generalized Space-Time Autoregressive Model by Ruchjana et al.(2012) <doi:10.1063/1.4724118>.

Variogram modelling; simple, ordinary and universal point or block (co)kriging; spatio-temporal kriging; sequential Gaussian or indicator (co)simulation; variogram and variogram map plotting utility functions; supports sf and stars.

Uses an approach based on k-nearest neighbor information to sequentially detect change-points. Offers analytic approximations for false discovery control given user-specified average run length.  Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available.  See references (1) Chen, H. (2019) Sequential change-point detection based on nearest neighbors. The Annals of Statistics, 47(3):1381-1407. (2) Chu, L. and Chen, H. (2018) Sequential change-point detection for high-dimensional and non-Euclidean data <arXiv:1810.05973>.

Implementations of the algorithms present article 
    Generalized Spatial-Time Sequence Miner, original title
    (Castro, Antonio; Borges, Heraldo ; Pacitti, Esther ; Porto, Fabio
    ; Coutinho, Rafaelli ; Ogasawara, Eduardo . Generalização de Mineração de
    Sequências Restritas no Espaço e no Tempo. In: XXXVI SBBD -
    Simpósio Brasileiro de Banco de Dados, 2021 <doi:10.5753/sbbd.2021.17891>).

The gsubfn function is like gsub but can take a replacement 
   function or certain other objects instead of the replacement string.
   Matches and back references are input to the replacement function and 
   replaced by the function output.   gsubfn can be used to split strings 
   based on content rather than delimiters and for quasi-perl-style string 
   interpolation. The package also has facilities for translating formulas 
   to functions and allowing such formulas in function calls instead of 
   functions.  This can be used with R functions such as apply, sapply,
   lapply, optim, integrate, xyplot, Filter and any other function that 
   expects another function as an input argument or functions like cat
   or sql calls that may involve strings where substitution is desirable.
   There is also a facility for returning multiple objects from functions
   and a version of transform that allows the RHS to refer to LHS used in
   the same transform.