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 Descriptionhere.
There is also a Julia version available here
This requires the base installation of R and the following library: Requirements
- expm
If R is installed, there are two options: Installation
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.