Man pages for SKFCPD
Fast Online Changepoint Detection for Temporally Correlated Data
| compute_log_lik | Natural logarithm of profile likelihood by the fast computing... |
| Construct_G_exp_fastGP | The coefficient matrix in the dynamic linear model when... |
| Construct_G_matern_5_2_fastGP | The coefficient matrix in the dynamic linear model when... |
| Construct_G_matern_5_2_one_dim | The coefficient matrix in the dynamic linear model when... |
| Construct_G_W_W0_V | Generating coefficient and conditional matrics |
| Construct_W0_exp_one_dim | covariance of the stationary distribution of the state when... |
| Construct_W0_matern_5_2_one_dim | covariance of the stationary distribution of the state when... |
| Construct_W_exp_fastGP | The conditional covariance matrix of the state in the dynamic... |
| Construct_W_matern_5_2_fastGP | The conditional covariance matrix for matern covariance with... |
| Construct_W_matern_5_2_one_dim | The conditional covariance matrix for matern covariance with... |
| CPD_DLM | Setting up the CPD_DLM model |
| Estimated_GP_params-class | Estimated GaSP parameters class |
| Estimate_GP_params | Estimate parameters from fast computation of GaSP model |
| GaSP_CPD_pred_dist_objective_prior_direct_online | Computing the predictive distribution directly in the online... |
| GaSP_CPD_pred_dist_objective_prior_KF_online | Computing the predictive distribution in the online fashion |
| Get_log_det_S2_one_dim | the natural logarithm of the determinant of the correlation... |
| get_LY_online | Updating Kalman filter parameters |
| get_mu_sigma_hat | Caculate the mean and variance parameter through fast... |
| get_predictive_dist_direct_objective_prior | Updating the predictive distribution |
| get_predictive_dist_KF_objective_prior | Updating the predictive distribution |
| get_Q_K | matrices and vectors for the inverse covariance in the... |
| KF_ini | Getting inital Kalman filter parameters |
| KF_ini_for_profile_like | Getting inital Kalman filter parameters for different... |
| KF_param_update_for_profile_like | Updating Kalman filter parameters |
| plot_SKFCPD | Plot for SKFCPD model |
| productPowerMinusHalf | Square root of product for every elements in a vector |
| SKFCPD | Getting the results of the SKFCPD model |
| SKFCPD-class | Class '"SKFCPD"' |
| SKFCPD-package | Dynamic Linear Model for Online Changepoint Detection |
