Package: ffstream
Title: Forgetting Factor Methods for Change Detection in Streaming Data
Version: 0.1.6
Date: 2018-05-12
Author: Dean Bodenham 
Maintainer: Dean Bodenham <deanbodenhampkgs@gmail.com>
Description: An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) <doi:10.1007/s11222-016-9684-8> which adaptively estimates the mean and variance of a stream in order to detect multiple changepoints in streaming data. The implementation is in C++ and uses Rcpp. Additionally, implementations of the fixed forgetting factor scheme from the same paper, as well as the classic CUSUM and EWMA methods, are included.
Depends: R (>= 3.5.0), Rcpp (>= 0.12.16)
License: GPL-2 | GPL-3
URL: http://www.deanbodenham.com/ffstream
LazyData: true
LinkingTo: Rcpp
Imports: methods
Suggests: testthat (>= 2.0.0), knitr, rmarkdown
Encoding: UTF-8
RoxygenNote: 6.0.1
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2018-05-13 09:28:17 UTC; dean
Repository: CRAN
Date/Publication: 2018-05-14 08:03:21 UTC
Built: R 4.0.2; x86_64-w64-mingw32; 2020-08-02 06:49:24 UTC; windows
Archs: i386, x64
