heimdall

Heimdall

By analyzing streaming datasets, it is possible to observe significant changes in the data distribution or models’ accuracy during their prediction (concept drift). The goal of Heimdall is to measure when concept drift occurs. The package makes available several state-of-the-art methods. It also tackles how to adapt models in a nonstationary context.

Installation

The latest version of heimdall at CRAN is available at: https://CRAN.R-project.org/package=heimdall

You can install the stable version of heimdall from CRAN with:

install.packages("heimdall")

You can install the development version of heimdall from GitHub https://github.com/cefet-rj-dal/heimdall with:

# install.packages("devtools")
library(devtools)
devtools::install_github("cefet-rj-dal/heimdall", force=TRUE, upgrade="never")

Examples

Examples of heimdall are organized according to drift detection.

General: https://nbviewer.org/github/cefet-rj-dal/heimdall

library(heimdall)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
## basic example code

Bugs and new features request

https://github.com/cefet-rj-dal/heimdall/issues