cbar v0.1.2

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Contextual Bayesian Anomaly Detection in R

Detect contextual anomalies in time-series data with Bayesian data analysis. It focuses on determining a normal range of target value, and provides simple-to-use functions to abstract the outcome.

Readme

cbar

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This R package focuses on tools for detecting anomaly on time series, with Bayesian contextual anomaly detection.

For the details, check cbar webpage.

Functions in cbar

Name Description
bsts_model Create bsts model
bsts_spec_static Specify bsts model for static linear regression
standardized Standardized a vector
summarise_anomaly Summarise anomaly detection result
print.cbar Print cbar object
response_trajectory Generate trajectories of the response variable
inference Infer from predictive posetrior prediction of bsts model
plot_ts Print time-series plot
summarise_session Summarise anomaly in session
point_prediction Get point prediction from posterior means and response trajectories
posterior_mean Generate posterior mean of the response variable
summarise_incprob Summarise inclusion probability of model
summarise_pred_error Summarise prediction error of model
cbar cbar package
destandardized Destandardized a vector
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Vignettes of cbar

Name
contextual_anomaly.Rmd
quickstart.Rmd
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Details

Type Package
Date 2017-08-04
URL https://github.com/zedoul/cbar
BugReports https://github.com/zedoul/cbar/issues
License Apache License 2.0 | file LICENSE
VignetteBuilder knitr
LazyData true
RoxygenNote 6.0.1
NeedsCompilation no
Packaged 2017-08-04 19:49:09 UTC; zedoul
Repository CRAN
Date/Publication 2017-08-04 20:02:41 UTC

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