changepoint.geo-package: Geometrically Inspired Multivariate Changepoint Detection

changepoint.geo-packageR Documentation

Geometrically Inspired Multivariate Changepoint Detection

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], Rebecca Killick [cre, ths]

Maintainer: Rebecca Killick <r.killick@lancaster.ac.uk>

References

\insertRef

Grundy2020changepoint.geo

\insertRef

Killick2012changepoint.geo

See Also

geomcp

Examples

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 Sept. 24, 2023, 1:06 a.m.