InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection
Version 1.0.1

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Browse man pages Browse package API and functions Browse package files

AuthorTengyao Wang and Richard Samworth
Date of publication2016-07-02 07:28:38
MaintainerTengyao Wang <t.wang@statslab.cam.ac.uk>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("InspectChangepoint")

Man pages

compute.threshold: Computing threshold used in 'inspect'
cusum.transform: CUSUM transformation
inspect: Informative sparse projection for estimation of changepoints...
InspectChangepoint-package: High-Dimensional Changepoint Estimation via Sparse Projection
locate.change: Single changepoint estimation
multi.change: High-dimensional time series with multiple changepoints
PiS: Matrix projection onto the nuclear norm unit sphere
PiW: Projection onto the standard simplex
plot.hdchangeseq: Plot function for 'hdchangeseq' class
rescale.variance: Noise standardisation for multivariate time series.
single.change: High-dimensional time series with exactly one change in the...
sparse.svd: Sparse left leading singular vector
vector.norm: Vector norms and entrywise matrix norms
vector.soft.thresh: Soft thresholding operation

Functions

InspectChangepoint Man page
InspectChangepoint-package Man page
PiS Man page Source code
PiW Man page Source code
compute.threshold Man page Source code
cusum.transform Man page Source code
inspect Man page Source code
locate.change Man page Source code
multi.change Man page Source code
plot.hdchangeseq Man page Source code
plot.inspect Man page Source code
print.inspect Man page Source code
rescale.variance Man page Source code
single.change Man page Source code
sparse.svd Man page Source code
summary.inspect Man page Source code
vector.norm Man page Source code
vector.soft.thresh Man page Source code

Files

NAMESPACE
R
R/inspect.R
R/PiS.R
R/plot.inspect.R
R/vector.soft.thresh.R
R/plot.hdchangeseq.R
R/print.inspect.R
R/compute.threshold.R
R/single.change.R
R/sparse.svd.R
R/rescale.variance.R
R/summary.inspect.R
R/InspectChangepoint-internal.R
R/vector.norm.R
R/locate.change.R
R/multi.change.R
R/PiW.R
R/cusum.transform.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/locate.change.Rd
man/compute.threshold.Rd
man/vector.soft.thresh.Rd
man/plot.hdchangeseq.Rd
man/PiW.Rd
man/multi.change.Rd
man/sparse.svd.Rd
man/PiS.Rd
man/InspectChangepoint-package.Rd
man/vector.norm.Rd
man/rescale.variance.Rd
man/single.change.Rd
man/inspect.Rd
man/cusum.transform.Rd
InspectChangepoint documentation built on May 19, 2017, 6:46 a.m.