SKFCPD
Fast Online Changepoint Detection for Temporally Correlated Data
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.4 |
rolling linux/jammy R-4.5 | SKFCPD_0.2.4.tar.gz |
252.1 KiB |
0.2.4 |
rolling linux/noble R-4.5 | SKFCPD_0.2.4.tar.gz |
257.7 KiB |
0.2.4 |
rolling source/ R- | SKFCPD_0.2.4.tar.gz |
76.3 KiB |
0.2.4 |
latest linux/jammy R-4.5 | SKFCPD_0.2.4.tar.gz |
252.1 KiB |
0.2.4 |
latest linux/noble R-4.5 | SKFCPD_0.2.4.tar.gz |
257.7 KiB |
0.2.4 |
latest source/ R- | SKFCPD_0.2.4.tar.gz |
76.3 KiB |
0.2.4 |
2026-04-26 source/ R- | SKFCPD_0.2.4.tar.gz |
76.3 KiB |
0.2.4 |
2026-04-23 source/ R- | SKFCPD_0.2.4.tar.gz |
76.3 KiB |
0.2.4 |
2026-04-09 windows/windows R-4.5 | SKFCPD_0.2.4.zip |
573.4 KiB |
0.2.4 |
2025-04-20 source/ R- | SKFCPD_0.2.4.tar.gz |
76.3 KiB |