roboBayes
Robust Online Bayesian Monitoring
An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <doi:10.48550/arXiv.0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <doi:10.48550/arXiv.2112.12899>). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3 |
rolling linux/jammy R-4.5 | roboBayes_1.3.tar.gz |
227.1 KiB |
1.3 |
rolling linux/noble R-4.5 | roboBayes_1.3.tar.gz |
234.8 KiB |
1.3 |
rolling source/ R- | roboBayes_1.3.tar.gz |
26.8 KiB |
1.3 |
latest linux/jammy R-4.5 | roboBayes_1.3.tar.gz |
227.1 KiB |
1.3 |
latest linux/noble R-4.5 | roboBayes_1.3.tar.gz |
234.8 KiB |
1.3 |
latest source/ R- | roboBayes_1.3.tar.gz |
26.8 KiB |
1.3 |
2026-04-26 source/ R- | roboBayes_1.3.tar.gz |
26.8 KiB |
1.3 |
2026-04-23 source/ R- | roboBayes_1.3.tar.gz |
26.8 KiB |
1.3 |
2026-04-09 windows/windows R-4.5 | roboBayes_1.3.zip |
639.0 KiB |
1.2 |
2025-04-20 source/ R- | roboBayes_1.2.tar.gz |
26.3 KiB |