README

Francisco Bischoff

25 Jan 2023

Matrix Profile for R

License lifecycle

Lint R-CMD-check

codecov CodeQL Language grade: C/C++

CRAN version CRAN Downloads

Overview

R Functions implementing UCR Matrix Profile Algorithm (http://www.cs.ucr.edu/~eamonn/MatrixProfile.html).

This package will keep all core functions that will allow you to use the Matrix Profile concept as a toolkit.

This package provides (almost all) algorithms to build a Matrix Profile.

The package tsmp will still be developed as “how we do data mining with Matrix Profile”, keeping all slow stuff to be handled by this optimized package.

This will not be covered here, as it is a tsmp purpose:

You can find the current tsmp package here: https://CRAN.R-project.org/package=tsmp

Installation

# Install the released version from CRAN
install.packages("matrixprofiler")
# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("matrix-profile-foundation/matrixprofiler")

Currently available Features

On Roadmap

Will stay on TSMP package

Other projects with Matrix Profile

Matrix Profile Foundation

Our next step unifying the Matrix Profile implementation in several programming languages.

Visit: Matrix Profile Foundation

Benchmarks

Available at RPubs.

Package dependencies

Code of Conduct

Please note that the matrixprofiler project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.