Man pages for InspectChangepoint
High-Dimensional Changepoint Estimation via Sparse Projection
| compute.threshold | Computing threshold used in 'inspect' |
| cusum.transform | CUSUM transformation |
| cusum.transform.missing | MissCUSUM transformation of a matrix with missing entries |
| cusum.univariate.missing | MissCUSUM transformation of a single vector with missing... |
| inspect | Informative sparse projection for estimation of changepoints... |
| locate.change | Single changepoint estimation |
| locate.change.missing | Single changepoint estimation with missing data |
| multi.change | Generating a high-dimensional time series with multiple... |
| PiS | Matrix projection onto the nuclear norm unit sphere |
| PiW | Projection onto the standard simplex |
| plot.hdchangeseq | Plot function for 'hdchangeseq' class |
| plot.inspect | Plot function for 'inspect' class objects |
| print.inspect | Print function for 'inspect' class objects |
| printPercentage | Print percentage |
| random.UnitVector | Generate a random unit vectors in R^n |
| rescale.variance | Noise standardisation for multivariate time series. |
| single.change | Generating high-dimensional time series with exactly one... |
| sparse.svd | Computing the sparse leading left singular vector of a matrix |
| sparse.svd.missing | Computing the sparse leading left singular vector of a matrix... |
| summary.inspect | Summary function for 'inspect' class objects |
| vector.clip | Clipping a vector from above and below |
| vector.norm | Norm of a vector |
| vector.normalise | Normalise a vector |
| vector.soft.thresh | Soft thresholding a vector |
