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bayesWatch

Bayesian Change-Point Detection for Process Monitoring with Fault Detection

v0.1.4 · Aug 30, 2025 · GPL-3

Description

Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) <doi:10.48550/arXiv.2310.02940>.

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.1Mb
  sub-directories of 1Mb or more:
    help   2.2Mb
    libs   4.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.1Mb
  sub-directories of 1Mb or more:
    help   2.2Mb
    libs   4.7Mb
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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.1Mb
  sub-directories of 1Mb or more:
    help   2.2Mb
    libs   4.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.1Mb
  sub-directories of 1Mb or more:
    help   2.2Mb
    libs   4.7Mb

Dependency Network

Dependencies Reverse dependencies Rcpp Matrix Hotelling CholWishart ggplot2 gridExtra BDgraph MASS ess bayesWatch

Version History

new 0.1.4 Mar 9, 2026