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

AuthorOzan Sonmez, Alexander Aue, Gregory Rice
MaintainerOzan Sonmez <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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fChange documentation built on Feb. 25, 2019, 1:08 a.m.