SKFCPD
0.2.4Fast Online Changepoint Detection for Temporally Correlated Data
Overview
Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), arXiv:2310.18611.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-06-0911 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0811 OK · 1 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-04-2210 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-189 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1010 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 92%
- Return-value docs
- 100%
- References docs
- 97%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.2.4Latest
- unarchivedReturned to CRAN2024-02-18
- archivedRemoved from CRAN2024-02-15issues were not corrected in time
- 0.2.32024-02-01
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2024-02-01
- Total releases
- 2 / 2 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 75 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("SKFCPD")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
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From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.