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anomaly: Detecting Anomalies in Data

Implements Collective And Point Anomaly (CAPA) Fisch, Eckley, and Fearnhead (2022) <doi:10.1002/sam.11586>, Multi-Variate Collective And Point Anomaly (MVCAPA) Fisch, Eckley, and Fearnhead (2021) <doi:10.1080/10618600.2021.1987257>, Proportion Adaptive Segment Selection (PASS) Jeng, Cai, and Li (2012) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) Bardwell and Fearnhead (2015) <doi:10.1214/16-BA998>. These methods are for the detection of anomalies in time series data. Further information regarding the use of this package along with detailed examples can be found in Fisch, Grose, Eckley, Fearnhead, and Bardwell (2024) <doi:10.18637/jss.v110.i01>.

Version: 4.3.3
Depends: R (≥ 3.5.0)
Imports: dplyr, tidyr, methods, ggplot2, Rcpp (≥ 0.12.18), xts, zoo, Rdpack, cowplot
LinkingTo: Rcpp, BH
Suggests: robustbase
Published: 2024-08-19
DOI: 10.32614/CRAN.package.anomaly
Author: Alex Fisch [aut], Daniel Grose [aut, cre], Lawrence Bardwell [aut, ctb], Idris Eckley [aut, ths], Paul Fearnhead [aut, ths]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Citation: anomaly citation info
Materials: NEWS
CRAN checks: anomaly results

Documentation:

Reference manual: anomaly.pdf

Downloads:

Package source: anomaly_4.3.3.tar.gz
Windows binaries: r-devel: anomaly_4.3.3.zip, r-release: anomaly_4.3.3.zip, r-oldrel: anomaly_4.3.3.zip
macOS binaries: r-release (arm64): anomaly_4.3.3.tgz, r-oldrel (arm64): anomaly_4.3.3.tgz, r-release (x86_64): anomaly_4.3.3.tgz, r-oldrel (x86_64): anomaly_4.3.3.tgz
Old sources: anomaly archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.