sGMRFmix: Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) <doi:10.1109/ICDM.2016.0119>. It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.

Version: 0.3.0
Imports: ggplot2, glasso, mvtnorm, stats, tidyr, utils, zoo
Suggests: dplyr, ModelMetrics, testthat, covr, knitr, rmarkdown
Published: 2018-04-16
Author: Koji Makiyama [cre, aut]
Maintainer: Koji Makiyama <hoxo.smile at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: NEWS
CRAN checks: sGMRFmix results

Downloads:

Reference manual: sGMRFmix.pdf
Vignettes: Sparse Gaussian MRF Mixtures for Anomaly Detection
Package source: sGMRFmix_0.3.0.tar.gz
Windows binaries: r-prerel: sGMRFmix_0.3.0.zip, r-release: sGMRFmix_0.3.0.zip, r-oldrel: sGMRFmix_0.3.0.zip
OS X binaries: r-prerel: sGMRFmix_0.3.0.tgz, r-release: sGMRFmix_0.3.0.tgz
Old sources: sGMRFmix archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=sGMRFmix to link to this page.