| Name : R-onlineCOV
| |
| Version : 1.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:11:34
|
| Group : Development/Libraries/Other
| Source RPM : R-onlineCOV-1.3-lp153.2.13.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : Online Change Point Detection in High-Dimensional Covariance Structure
|
Description :
Implement a new stopping rule to detect anomaly in the covariance
structure of high-dimensional online data. The detection procedure can
be applied to Gaussian or non-Gaussian data with a large number of
components. Moreover, it allows both spatial and temporal dependence in
data. The dependence can be estimated by a data-driven procedure. The
level of threshold in the stopping rule can be determined at a
pre-selected average run length. More detail can be seen in Li, L. and
Li, J. (2020) \"Online Change-Point Detection in High-Dimensional
Covariance Structure with Application to Dynamic Networks.\"
< arXiv:1911.07762>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
