gStream: Graph-Based Sequential Change-Point Detection for Streaming Data

Uses an approach based on k-nearest neighbor information to sequentially detect change-points. Offers analytic approximations for false discovery control given user-specified average run length. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available.

Version: 0.1.0
Depends: R (≥ 3.0.1)
Published: 2018-10-24
Author: Hao Chen and Lynna Chu
Maintainer: Hao Chen <hxchen at ucdavis.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: gStream results

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Reference manual: gStream.pdf
Package source: gStream_0.1.0.tar.gz
Windows binaries: r-devel: gStream_0.1.0.zip, r-release: gStream_0.1.0.zip, r-oldrel: gStream_0.1.0.zip
OS X binaries: r-release: gStream_0.1.0.tgz, r-oldrel: gStream_0.1.0.tgz

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