1 files changed, 42 insertions, 0 deletions
diff --git a/inst/bin/strats b/inst/bin/strats
new file mode 100755
index 0000000..13e5994
--- /dev/null
+++ b/inst/bin/strats
@@ -0,0 +1,42 @@
+#!/usr/bin/env Rscript
+
+files <- commandArgs (trailingOnly = TRUE)
+
+`%>%` <- magrittr::`%>%`
+
+for (f in files) {
+    n_train <- basename (f)
+    splits <- strsplit (n_train, ".", fixed = TRUE)[[1]]
+    if (length (splits) != 2) {
+        cat (sprintf ("Skipping file %s.\n", f), file = stderr ())
+        next
+    }
+    n_train <- splits[1]
+    n_train <- as.numeric (rev (strsplit (n_train, "_", fixed = TRUE)[[1]])[1])
+    if (is.na (n_train)) {
+        cat (sprintf ("Skipping file %s.\n", f), file = stderr ())
+        next
+    }
+    data <- as.matrix (readr::read_csv (f, col_names = FALSE))
+    n <- nrow (data)
+    if (ncol (data) == 1) {
+        data <- cbind (data, data ^ 2, c (data[n], data[1:(n - 1)]))
+    }
+    data <- scale (data)
+    dependency <- exp (-0.1 * 1:100)
+    T_normal <- data[seq_len (n_train),, drop = FALSE]
+    T <- data[n_train - 1 + seq_len (nrow (data) - n_train),, drop = FALSE]
+    if (nrow (T_normal) > 1000) {
+        i <- ceiling (nrow (T_normal) * ((1:1000) / 1000))
+        T_normal <- T_normal[i,, drop = FALSE]
+    }
+    tuning <- (strats::strats_tune (T, dependency, T_normal)
+        %>% dplyr::arrange (error))
+    alpha <- tuning$alpha[1]
+    beta <- tuning$beta[1]
+    gamma <- tuning$gamma[1]
+    model <- strats::strats (T, alpha, beta, gamma, dependency, T_normal)
+    cat (sprintf ("%s: %s (%g, %g, %g)\n", f,
+                  model$anomalies$observation[1],
+                  alpha, beta, gamma))
+}