anomaly: An R package for detecting anomalies in data.
Alex Fisch, Daniel Grose, Idris A. Eckley, Paul Fearnhead · Lancaster EPrints (Lancaster University) · 2018
Implements Collective And Point Anomaly (CAPA) , Multi-Variate Collective And Point Anomaly (MVCAPA) , Proportion Adaptive Segment Selection (PASS) , and Bayesian Abnormal Region Detector (BARD) methods for the detection of anomalies in time series data.