High-Dimensional Changepoint Estimation via Sparse Projection

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 |

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