sGMRFmix: Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) <doi:10.1109/ICDM.2016.0119>. It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.

Version: 0.1.3
Imports: ggplot2, glasso, mvtnorm, stats, tidyr, utils, zoo
Suggests: dplyr, ModelMetrics, testthat, covr, knitr, rmarkdown
Published: 2018-02-28
Author: Koji Makiyama [cre, aut]
Maintainer: Koji Makiyama < at>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: sGMRFmix results


Reference manual: sGMRFmix.pdf
Vignettes: Sparse Gaussian MRF Mixtures for Anomaly Detection
Package source: sGMRFmix_0.1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: sGMRFmix_0.1.3.tgz
OS X Mavericks binaries: r-oldrel: not available


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