Man pages for InspectChangepoint
High-Dimensional Changepoint Estimation via Sparse Projection

compute.thresholdComputing threshold used in 'inspect'
cusum.transformCUSUM transformation
inspectInformative sparse projection for estimation of changepoints...
InspectChangepoint-packageHigh-Dimensional Changepoint Estimation via Sparse Projection
locate.changeSingle changepoint estimation
multi.changeHigh-dimensional time series with multiple changepoints
PiSMatrix projection onto the nuclear norm unit sphere
PiWProjection onto the standard simplex
plot.hdchangeseqPlot function for 'hdchangeseq' class
rescale.varianceNoise standardisation for multivariate time series.
single.changeHigh-dimensional time series with exactly one change in the...
sparse.svdSparse left leading singular vector
vector.normVector norms and entrywise matrix norms
vector.soft.threshSoft thresholding operation
InspectChangepoint documentation built on May 1, 2019, 6:31 p.m.