Say you have time series data and you want to detect significant changes, but there’s also a lot of noise to sift through. Twitter released an open source R package, BreakoutDetection, to help with that.
Our main motivation behind creating the package has been to develop a technique to detect breakouts which are robust, from a statistical standpoint, in the presence of anomalies. The BreakoutDetection package can be used in wide variety of contexts. For example, detecting breakout in user engagement post an A/B test, detecting behavioral change, or for problems in econometrics, financial engineering, political and social sciences.
Was a quick installation and worked as expected for me. Twitter has released plenty of open source projects, but I think this is the first R package. Nice.