Fast Online Changepoint Detection for Temporally Correlated Data R package SKFCPD version 0.2.4 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>. Software Depends: R (>= 3.5.0), methods (>= 4.2.2), rlang (>= 1.0.6), ggplot2 (>= 3.4.0), ggpubr (>= 0.5.0), reshape2 (>= 1.4.4), FastGaSP (>= 0.5.2) Imports: Rcpp (>= 1.0.9) LinkingTo: Rcpp, RcppEigen Hanmo Li <hanmo@pstat.ucsb.edu> Comprehensive R Archive Network (CRAN) Hanmo Li [aut, cre], Yuedong Wang [aut], Mengyang Gu [aut] GPL (>= 3) 2024-02-17 application/tgz https://CRAN.R-project.org/package=SKFCPD doi:10.32614/CRAN.package.SKFCPD