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anomaly: An R package for detecting anomalies in data.

Research output: Exhibits, objects and web-based outputs › Software

Published
Publication date21/09/2018
Medium of outputOnline
<mark>Original language</mark>English

Abstract

Implements Collective And Point Anomaly (CAPA) <arXiv:1806.01947>, Multi-Variate Collective And Point Anomaly (MVCAPA) <arXiv:1909.01691>, Proportion Adaptive Segment Selection (PASS) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) <doi:10.1214/16-BA998> methods for the detection of anomalies in time series data.