Bayesian Change-Point Detection for Process Monitoring with Fault Detection
Overview
Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) doi:10.48550/arXiv.2310.02940.
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From NEWS.md in the release
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NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage: ‘plot.bayesWatch.Rd’ ‘print.bayesWatch.Rd’ \arguments should not be documented without \usage.
- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 1 NOTE2026-07-11
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
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- OK12 OK2026-04-25
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- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 6
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 33%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 0%
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Package metadata
- First published
- 2023-10-23
- Total releases
- 5 / 3 yrs
- License
- GPL-3 OSI
- Copyright
- See COPYRIGHTS in the package
- Minimum R
- ≥ 3.5.0
- Bundled data
- 14 KB / 3 files
- Download size
- 2.2 MB
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