anomaly (version 4.0.2)

sampler: Post processing of BARD results.

Description

Draw samples from the posterior distribution to give the locations of anomalous segments.

Usage

sampler(bard_result, gamma = 1/3, num_draws = 1000)

Arguments

bard_result

An instance of the S4 class .bard.class containing a result returned by the bard function.

gamma

Parameter of loss function giving the cost of a false negative i.e. incorrectly allocating an anomalous point as being non-anomalous. For more details see Section 3.5 of bardwell2017;textualanomaly.

num_draws

Number of samples to draw from the posterior distribution.

Value

Returns an S4 class of type bard.sampler.class.

References

bardwell2017anomaly

See Also

bard

Examples

# NOT RUN {
library(anomaly)
set.seed(0)
sim.data<-simulate(n=500,p=50,mu=2,locations=c(100,200,300),
duration=6,proportions=c(0.04,0.06,0.08))
# run bard
res<-bard(sim.data, alpha = 1e-3, h = 0.5)
# sample 
sampler(res)

# }