roboBayes (Q100155): Difference between revisions
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Removed claim: copyright license (P163): GNU General Public License, version 2.0 (Q56623) |
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| Property / last update: 16 August 2022 / rank | |||||||||||||||
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| Property / cites work: Bayesian Online Changepoint Detection / rank | |||||||||||||||
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| Property / cites work: Monitoring Deforestation Using Multivariate Bayesian Online Changepoint Detection with Outliers / rank | |||||||||||||||
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publication date: 13 December 2023
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13 December 2023
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| Property / last update: 13 December 2023 / rank | |||||||||||||||
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An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <arXiv:0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <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. | |||||||||||||||
| Property / description: An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <arXiv:0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <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. / rank | |||||||||||||||
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| Property / author: Laura J. Wendelberger / rank | |||||||||||||||
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| Property / author: Josh M. Gray / rank | |||||||||||||||
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| Property / author: Brian J. Reich / rank | |||||||||||||||
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| Property / author: Alyson G. Wilson / rank | |||||||||||||||
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| Property / author: Shannon T. Holloway / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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software version identifier: ≥ 3.5.0 | |||||||||||||||
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software version identifier: ≥ 1.0.7 | |||||||||||||||
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| Property / cites work: Bayesian Online Changepoint Detection / rank | |||||||||||||||
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| Property / cites work: Monitoring Deforestation Using Multivariate Bayesian Online Changepoint Detection with Outliers / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 18:56, 12 March 2024
Robust Online Bayesian Monitoring
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | roboBayes |
Robust Online Bayesian Monitoring |
Statements
13 December 2023
0 references
An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <arXiv:0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <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.
0 references
