roboBayes: Robust Online Bayesian Monitoring

An implementation of Bayesian online changepoint detection (Adams and MacKay (2007) <doi:10.48550/arXiv.0710.3742>) with an option for probability based outlier detection and removal (Wendelberger et. al. (2021) <doi:10.48550/arXiv.2112.12899>). Building on the independent multivariate constant mean model implemented in the 'R' package 'ocp', this package models multivariate data as multivariate normal about a linear trend, defined by user input covariates, with an unstructured error covariance. Changepoints are identified based on a probability threshold for windows of points.

Version:	1.3
Depends:	R (≥ 3.5.0), methods
Imports:	Rcpp (≥ 1.0.7), RcppArmadillo
LinkingTo:	Rcpp, RcppArmadillo, RcppDist
Suggests:	mvtnorm
Published:	2025-05-04
DOI:	10.32614/CRAN.package.roboBayes
Author:	Laura Wendelberger [aut], Josh Gray [aut], Brian Reich [aut], Alyson Wilson [aut], Shannon T. Holloway [aut, cre]
Maintainer:	Shannon T. Holloway <shannon.t.holloway at gmail.com>
License:	GPL-2
NeedsCompilation:	yes
Materials:	NEWS
CRAN checks:	roboBayes results

Documentation:

Reference manual:

roboBayes.pdf

Downloads:

../../../src/contrib/roboBayes_1.3.tar.gz https://CRAN.R-project.org/src/contrib/Archive/roboBayes

Windows binaries:	r-devel: roboBayes_1.3.zip, r-release: roboBayes_1.3.zip, r-oldrel: roboBayes_1.3.zip
macOS binaries:	r-release (arm64): roboBayes_1.3.tgz, r-oldrel (arm64): roboBayes_1.3.tgz, r-release (x86_64): roboBayes_1.3.tgz, r-oldrel (x86_64): roboBayes_1.3.tgz

Linking:

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