[dtjones]

Doesn't look like they are setup to run in parallel, but most R stuff isn't. Unless a package has explicit integration with one of the distributed libraries such as doParallel

Would be interesting to see this package hooked up to streaming data and monitor performance

[bazzargh]

I was wondering if the algorithm could be added to Etsy' Skyline, which does anomaly detection on streaming data, based on a basket of algorithms (see https://github.com/etsy/skyline/blob/master/src/analyzer/alg...). Our own data is periodically bursty, and because Skyline doesn't apply STL like this code, we have data that looks anomalous all the time.