anomaly: Detecting Anomalies in Data

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) <arXiv:1412.5565> methods for the detection of anomalies in time series data. Also includes sequential versions of CAPA and MVCAPA <arXiv:2009.06670>.

Version: 4.0.2
Depends: R (≥ 3.5.0)
Imports: dplyr, rlang, methods, assertive, Rdpack, ggplot2, reshape2, Rcpp (≥ 0.12.18), robustbase, cowplot, xts, zoo, robust, runner, magrittr, caTools
LinkingTo: Rcpp, BH
Published: 2021-10-20
Author: Alex Fisch [aut], Daniel Grose [aut, cre], Lawrence Bardwell [aut, ctb], Idris Eckley [aut, ths], Paul Fearnhead [aut, ths]
Maintainer: Daniel Grose <dan.grose at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Materials: README
CRAN checks: anomaly results


Reference manual: anomaly.pdf


Package source: anomaly_4.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): anomaly_4.0.2.tgz, r-oldrel (arm64): anomaly_4.0.2.tgz, r-release (x86_64): anomaly_4.0.2.tgz, r-oldrel (x86_64): anomaly_4.0.2.tgz
Old sources: anomaly archive


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