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.

Author | Tengyao Wang and Richard Samworth |

Date of publication | 2016-07-02 07:28:38 |

Maintainer | Tengyao Wang <t.wang@statslab.cam.ac.uk> |

License | GPL-3 |

Version | 1.0.1 |

**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

compute.threshold | Man page |

cusum.transform | Man page |

inspect | Man page |

InspectChangepoint | Man page |

InspectChangepoint-package | Man page |

locate.change | Man page |

multi.change | Man page |

PiS | Man page |

PiW | Man page |

plot.hdchangeseq | Man page |

plot.inspect | Man page |

print.inspect | Man page |

rescale.variance | Man page |

single.change | Man page |

sparse.svd | Man page |

summary.inspect | Man page |

vector.norm | Man page |

vector.soft.thresh | Man page |

InspectChangepoint

InspectChangepoint/NAMESPACE

InspectChangepoint/R

InspectChangepoint/R/inspect.R
InspectChangepoint/R/PiS.R
InspectChangepoint/R/plot.inspect.R
InspectChangepoint/R/vector.soft.thresh.R
InspectChangepoint/R/plot.hdchangeseq.R
InspectChangepoint/R/print.inspect.R
InspectChangepoint/R/compute.threshold.R
InspectChangepoint/R/single.change.R
InspectChangepoint/R/sparse.svd.R
InspectChangepoint/R/rescale.variance.R
InspectChangepoint/R/summary.inspect.R
InspectChangepoint/R/InspectChangepoint-internal.R
InspectChangepoint/R/vector.norm.R
InspectChangepoint/R/locate.change.R
InspectChangepoint/R/multi.change.R
InspectChangepoint/R/PiW.R
InspectChangepoint/R/cusum.transform.R
InspectChangepoint/MD5

InspectChangepoint/build

InspectChangepoint/build/partial.rdb

InspectChangepoint/DESCRIPTION

InspectChangepoint/man

InspectChangepoint/man/locate.change.Rd
InspectChangepoint/man/compute.threshold.Rd
InspectChangepoint/man/vector.soft.thresh.Rd
InspectChangepoint/man/plot.hdchangeseq.Rd
InspectChangepoint/man/PiW.Rd
InspectChangepoint/man/multi.change.Rd
InspectChangepoint/man/sparse.svd.Rd
InspectChangepoint/man/PiS.Rd
InspectChangepoint/man/InspectChangepoint-package.Rd
InspectChangepoint/man/vector.norm.Rd
InspectChangepoint/man/rescale.variance.Rd
InspectChangepoint/man/single.change.Rd
InspectChangepoint/man/inspect.Rd
InspectChangepoint/man/cusum.transform.Rd
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