wgmueller1 / MMPP

R-implementation of a Markov-Modulated Poisson Process for unsupervised event detection.

Description

This is an R-implementation of Markov Modulated Poisson Process for unsupervised event detection in time series of counts data. For a detailed description of the algorithm and user guide go here.

There is also a Julia version available here

Requirements

This requires the base installation of R and the following library:

• expm

Installation

If R is installed, there are two options:

From the commmand line run: git clone https //github.com/giantoak/MMPP

Alternatively, you can download the file MMPP.R directly from this webpage.

The source code is now available to be run via R.

User guide

Please see the associated tutorial here.