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SKFCPD

Fast Online Changepoint Detection for Temporally Correlated Data

v0.2.4 · Feb 17, 2024 · GPL (>= 3)

Description

Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), <arXiv:2310.18611>.

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CRAN Check Status

4 NOTE
10 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Hanmo Li <hanmo@pstat.ucsb.edu>’

The Description field contains
  Mengyang Gu (2023), <arXiv:2310.18611>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Hanmo Li <hanmo@pstat.ucsb.edu>’

The Description field contains
  Mengyang Gu (2023), <arXiv:2310.18611>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 15.5Mb
  sub-directories of 1Mb or more:
    libs  15.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 15.7Mb
  sub-directories of 1Mb or more:
    libs  15.5Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Hanmo Li <hanmo@pstat.ucsb.edu>’

The Description field contains
  Mengyang Gu (2023), <arXiv:2310.18611>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Hanmo Li <hanmo@pstat.ucsb.edu>’

The Description field contains
  Mengyang Gu (2023), <arXiv:2310.18611>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 15.5Mb
  sub-directories of 1Mb or more:
    libs  15.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 15.7Mb
  sub-directories of 1Mb or more:
    libs  15.5Mb

Dependency Network

Dependencies Reverse dependencies rlang ggplot2 ggpubr reshape2 FastGaSP Rcpp SKFCPD

Version History

new 0.2.4 Mar 9, 2026