changepoint.geo-package | R Documentation |
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.
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Thomas Grundy [aut], Rebecca Killick [cre, ths]
Maintainer: Rebecca Killick <r.killick@lancaster.ac.uk>
Grundy2020changepoint.geo
\insertRefKillick2012changepoint.geo
geomcp
X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)
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