changepoint.geo-package: Geometrically Inspired Multivariate Changepoint Detection

Description Details Author(s) References See Also Examples

Description

Implements the high-dimensional changepoint detection method GeomCP \insertCiteGrundy2020changepoint.geo and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call.

Details

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Author(s)

Thomas Grundy [aut, cre], Rebecca Killick [ths]

Maintainer: Thomas Grundy <t.grundy1@lancaster.ac.uk>

References

\insertRef

Grundy2020changepoint.geo

\insertRef

Killick2012changepoint.geo

See Also

geomcp

Examples

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X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)

changepoint.geo documentation built on April 14, 2020, 7:16 p.m.