API for HSPOR
Hidden Smooth Polynomial Regression for Rupture Detection
| Global functions | |
|---|---|
| .EM_algorithm_2_SPOR | Source code |
| .EM_algorithm_K_SPOR | Source code |
| .EM_algorithm_many_constraints_2_SPOR_DynProg | Source code |
| .EM_algorithm_one_constraint_2_SPOR_DynProg | Source code |
| .Fixed_point_method_2_SPOR | Source code |
| .Fixed_point_method_K_SPOR | Source code |
| .Fixed_point_method_many_constraints_2_SPOR_DynProg | Source code |
| .Fixed_point_method_one_constraint_2_SPOR_DynProg | Source code |
| .Fixed_point_method_one_constraint_K_SPOR_DynProg | Source code |
| .Fixed_point_method_two_constraints_K_SPOR_DynProg | Source code |
| .Fixed_point_smoothing_method_one_constraint_K_SPOR_DynProg | Source code |
| .Fixed_point_smoothing_method_two_constraints_K_SPOR_DynProg | Source code |
| .H2SPOR_DynProg_rec | Source code |
| .HKSPOR_DynProg_REC | Source code |
| .Init_param | Source code |
| .Jacobian_Matrix_2_SPOR | Source code |
| .Jacobian_Matrix_K_SPOR | Source code |
| .Jacobian_Matrix_many_constraints_2_SPOR_DynProg | Source code |
| .Jacobian_Matrix_one_constraint_2_SPOR_DynProg | Source code |
| .Jacobian_Matrix_one_constraint_K_SPOR_DynProg | Source code |
| .Jacobian_Matrix_two_constraints_K_SPOR_DynProg | Source code |
| .Maximum_likelihood_K_SPOR | Source code |
| .Minus_Complete_log_likelihood | Source code |
| .Observations_weigths | Source code |
| .Optimization_2_SPOR | Source code |
| .Optimization_K_SPOR | Source code |
| .Optimization_many_constraints_2_SPOR_DynProg | Source code |
| .Optimization_one_constraint_2_SPOR_DynProg | Source code |
| .Parameters_estimation | Source code |
| .Parameters_estimation_K_SPOR_DynProg | Source code |
| .Regime_probability | Source code |
| .Smoothing_Observations_weigths_K_SPOR | Source code |
| .Smoothing_observations_weigths_2_SPOR | Source code |
| .Smoothing_observations_weigths_2_SPOR_DynProg | Source code |
| .TimeT_estimation_K_SPOR | Source code |
| .TimeT_grid_K_SPOR | Source code |
| .Transform_vector_to_matrix | Source code |
| .Trichotomic_algorithm_2_SPOR | Source code |
| .Trichotomic_algorithm_many_constraints_2_SPOR_DynProg | Source code |
| .Trichotomic_algorithm_one_constraint_2_SPOR_DynProg | Source code |
| .Variance_estimation | Source code |
| .Variance_estimation_K_SPOR_DynProg | Source code |
| .Vector_solution | Source code |
| .Vector_solution_many_constraints_2_SPOR_DynProg | Source code |
| .Vector_solution_one_constraint_2_SPOR_DynProg | Source code |
| .Vector_solution_one_constraint_K_SPOR_DynProg | Source code |
| .Vector_solution_two_constraints_K_SPOR_DynProg | Source code |
| H2SPOR | Man page Source code |
| H2SPOR_DynProg | Man page Source code |
| HKSPOR | Man page Source code |
| HKSPOR_DynProg | Man page Source code |
