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Fast anomaly detection in R
This R package implements CAPA (Collective And Point Anomalies) introduced by Fisch, Eckley and Fearnhead (2018). The package is available on CRAN and contains lightcurve data from the Kepler telescope to illustrate the algorithm.
CAPA detects and distinguishes between collective and point anomalies. The algorithm’s runtime scales linearly at best and quadratically at worst in the number of datapoints. It is coded in C and can process 10000 datapoints almost instantly.
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.