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fChange: Change Point Analysis in Functional Data
Change point estimation and detection methods for functional data are implemented using dimension reduction via functional principal component analysis and a fully-functional (norm-based) method. Detecting and dating structural breaks for both dependent and independent functional samples is illustrated along with some basic functional data generating processes.
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Package details |
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| Author | Ozan Sonmez, Alexander Aue, Gregory Rice |
| Maintainer | Ozan Sonmez <osonmez@ucdavis.edu> |
| License | MIT + file LICENSE |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
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