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gStream: Graph-Based Sequential Change-Point Detection for Streaming Data

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 <doi:10.48550/arXiv.1810.05973>.

Version: 0.2.0
Depends: R (≥ 3.0.1)
Published: 2019-05-01
DOI: 10.32614/CRAN.package.gStream
Author: Hao Chen and Lynna Chu
Maintainer: Hao Chen <hxchen at ucdavis.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: gStream results

Documentation:

Reference manual: gStream.pdf

Downloads:

Package source: gStream_0.2.0.tar.gz
Windows binaries: r-devel: gStream_0.2.0.zip, r-release: gStream_0.2.0.zip, r-oldrel: gStream_0.2.0.zip
macOS binaries: r-release (arm64): gStream_0.2.0.tgz, r-oldrel (arm64): gStream_0.2.0.tgz, r-release (x86_64): gStream_0.2.0.tgz, r-oldrel (x86_64): gStream_0.2.0.tgz
Old sources: gStream 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.