Man pages for LinearDetect
Change Point Detection in High-Dimensional Linear Regression Models
| BIC | BIC and HBIC function |
| BIC.threshold | BIC threshold for final parameter estimation |
| BIC.threshold.ggm | BIC threshold for final parameter estimation (GGM) |
| constant.sim.break | Generate the constant model data with break points |
| ggm.first.step.blocks | Threshold block fused lasso step for gaussian graphical... |
| ggm.second.step.search | Exhaustive search step for gaussian graphical model. |
| ggm.sim.break | Generate the gaussian graphical model data with break points |
| lambda_warm_up_lm | lambda warm up for linear regression model |
| lm.first.step.blocks | Threshold block fused lasso step for linear regression model. |
| lm.second.step.search | Exhaustive search step for linear regression model. |
| lm.sim.break | Generate the linear regression model data with break points |
| mspe.plot | Plot the cross-validation score |
| pred | prediction function |
| pred.block | Prediction function (block) |
| pred.block.var | Prediction function for VAR (block) |
| pred.var | Prediction function for VAR 2 |
| remove.extra.pts | helper function for detection check |
| soft_full | soft threshold function |
| tbfl | Threshold block fused lasso (TBFL) algorithm for change point... |
| var.first.step.blocks | Threshold block fused lasso step for linear regression model. |
| var.second.step.search | Exhaustive search step |
| var.sim.break | Generating non-stationary ARMA data. |
