Man pages for OLCPM
Online Change Point Detection for Matrix-Valued Time Series
| cv.table | cv.table |
| gen.data | generate data |
| gen.psi.tau.flat | calculate eigenvalue series by "flat" method |
| gen.psi.tau.proj | calculate eigenvalue series by projected method |
| getcv | calculate critical values |
| impute.linear | impute missing entries by linear interpolation |
| ITP_noproj | testing the number of row factors- without projection |
| ITP_proj | testing the number of row factors- with projection |
| kpe | determine factor number - projected |
| KSTP | determine row factor number - test |
| moment.determine | determine the moment (largest) of the data samples |
| moment.test | test whether the k-th moment exists |
| outlier.remove | remove outliers |
| test.multiple.robust | robust test of multiple change point for matrix-valued online... |
| test.once.flat | test single change point for matrix-valued online time series... |
| test.once.flat.robust | robust test of single change point for matrix-valued online... |
| test.once.proj | test single change point for matrix-valued online time... |
| test.once.proj.robust | robust test of single change point for matrix-valued online... |
| test.once.psi | test single change point for matrix-valued online data given... |
| test.once.psi.robust | robust test of single change point for matrix-valued online... |
| var.exp | explanatory power of factors |
