MMPP

<h3>Description</h3> 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 <a href="http://giantoak.github.io/MMPP_Tutorial">here</a>.

There is also a Julia version available <a href="http://github.com/giantoak/mmpp_julia">here</a>

<h3>Requirements</h3> This requires the base installation of R and the following library: <ul> <li>expm </ul> <h3>Installation</h3> 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.

<h3>User guide</h3> Please see the associated tutorial <a href="http://giantoak.github.io/MMPP_Tutorial">here</a>.