API for fChange
Functional Change Point Detection and Analysis
| Global functions | |
|---|---|
| %>% | Man page |
| .KL_Expansion | Source code |
| .KL_errors | Source code |
| .asymp_dist | Source code |
| .binary_segmentation | Source code |
| .binary_verification | Source code |
| .bootstrap | Source code |
| .calc_norm_matrix | Source code |
| .calc_var | Source code |
| .calc_var_raw | Source code |
| .calculate_sacf | Source code |
| .change_characteristic | Source code |
| .change_covariance_kernel | Source code |
| .change_eigen | Source code |
| .change_mean | Source code |
| .change_pca_distribution | Source code |
| .change_pca_mean | Source code |
| .change_robust | Source code |
| .change_trace | Source code |
| .characteristic_statistic | Source code |
| .compute_kpss_test_stat | Source code |
| .compute_sqrtMat | Source code |
| .compute_stationary_test_stat | Source code |
| .compute_total_var | Source code |
| .covariance_simulations | Source code |
| .covariance_statistic | Source code |
| .covariance_statistic_cp | Source code |
| .detect_changes | Source code |
| .eigen_joint_statistic | Source code |
| .elbow_method | Source code |
| .elbow_statistics | Source code |
| .estimCovMat | Source code |
| .estimD | Source code |
| .estimGamma | Source code |
| .estimR | Source code |
| .estimate_iid_distr_Imhof | Source code |
| .estimate_iid_distr_MC | Source code |
| .estimf | Source code |
| .fhat_all | Source code |
| .fit_ARHp_FPCA | Source code |
| .generate_brownian_bridge_second_order | Source code |
| .generate_second_level_brownian_bridge | Source code |
| .getChunks | Source code |
| .gsj | Source code |
| .imhof_test | Source code |
| .independence_test | Source code |
| .kernel_details | Source code |
| .kpss_partial_sum | Source code |
| .linear_imputatation | Source code |
| .mean_statistic | Source code |
| .multi_lag_test | Source code |
| .obtain_autocov_eigenvalues | Source code |
| .partial_cov | Source code |
| .pca_distribution_statistic | Source code |
| .pca_mean_statistic | Source code |
| .pca_mult | Source code |
| .pca_reconstruct | Source code |
| .plot_FACF | Source code |
| .plot_banded | Source code |
| .plot_change | Source code |
| .plot_distribution | Source code |
| .plot_evalfd_3dlines | Source code |
| .plot_evalfd_3dlines_changes | Source code |
| .plot_evalfd_highdim | Source code |
| .plot_fd | Source code |
| .plot_forecast | Source code |
| .plot_interval | Source code |
| .plot_rainbow | Source code |
| .plot_surface | Source code |
| .select_n | Source code |
| .single_eigen_statistic | Source code |
| .single_lag_test | Source code |
| .single_segment | Source code |
| .spatial_median | Source code |
| .specify_decimal | Source code |
| .spectral_test | Source code |
| .trace_statistic | Source code |
| .validate.dfts | Source code |
| .verify_input | Source code |
| .w | Source code |
| MCint_eta_approx_i_j | Source code |
| Math.dfts | Man page Source code |
| Ops.dfts | Man page Source code |
| Q_WS_quantile | Source code |
| Q_WS_quantile_iid | Source code |
| SPYUS500 | Man page |
| [.dfts | Man page |
| [<-.dfts | Man page |
| `[.dfts` | Source code |
| `[<-.dfts` | Source code |
| acf | Man page Source code |
| acf.default | Man page Source code |
| acf.dfts | Man page Source code |
| adaptive_bandwidth | Man page Source code |
| adaptive_bw | Source code |
| as.dfts | Man page Source code |
| autocorrelation | Man page Source code |
| autocovariance | Man page Source code |
| average | Man page |
| bartlett_kernel | Man page Source code |
| cancer | Man page |
| center | Man page Source code |
| center.data.frame | Man page Source code |
| center.default | Man page Source code |
| center.dfts | Man page Source code |
| center.matrix | Man page Source code |
| cidr | Man page Source code |
| competition_error | Source code |
| confidence_interval | Man page Source code |
| cumsum.dfts | Man page Source code |
| daniell_kernel | Man page Source code |
| dfts | Man page Source code |
| dfts_group | Man page |
| diff.dfts | Man page Source code |
| dim.dfts | Man page Source code |
| dot_col_cumsum | Source code |
| dot_integrate | Source code |
| dot_integrate_col | Source code |
| dot_sqrt_mat | Source code |
| electricity | Man page |
| extract | Man page |
| fChange | Man page |
| fChange-package | Man page |
| fchange | Man page Source code |
| fill_T | Source code |
| fill_U | Source code |
| find_rowmax | Source code |
| flat_top_kernel | Man page Source code |
| generate_brownian_bridge | Man page Source code |
| generate_brownian_motion | Man page Source code |
| generate_data | Man page Source code |
| generate_far1 | Man page Source code |
| generate_karhunen_loeve | Man page Source code |
| generate_ornstein_uhlenbeck | Man page Source code |
| getRealSQM | Source code |
| h_cpp | Source code |
| impute | Man page Source code |
| is.dfts | Man page Source code |
| kernel | Source code |
| kernels | Man page |
| kpss_test | Man page Source code |
| lag.dfts | Man page Source code |
| long_run_covariance | Man page Source code |
| long_run_covariance_4tensor | Source code |
| make_Obs_tilde_C | Source code |
| make_Obs_tilde_h | Source code |
| make_hC_Obs | Source code |
| matadd | Source code |
| max.dfts | Man page Source code |
| mean.dfts | Man page Source code |
| median.dfts | Man page Source code |
| min.dfts | Man page Source code |
| minmax | Man page |
| ocidr | Man page Source code |
| outerProd | Source code |
| pacf | Man page Source code |
| pacf.default | Man page Source code |
| pacf.dfts | Man page Source code |
| parzen_kernel | Man page Source code |
| pca | Man page Source code |
| pca.default | Man page Source code |
| pca.dfts | Man page Source code |
| pca_components | Man page Source code |
| pca_examination | Man page Source code |
| plot.dfts | Man page Source code |
| portmanteau_tests | Man page Source code |
| print.dfts | Man page Source code |
| projection_model | Man page Source code |
| qqplot | Man page Source code |
| qqplot.default | Man page Source code |
| qqplot.dfts | Man page Source code |
| quadratic_spectral_kernel | Man page Source code |
| quantile.dfts | Man page Source code |
| rates | Man page |
| sacf | Man page Source code |
| sd | Man page Source code |
| sd.default | Man page Source code |
| sd.dfts | Man page Source code |
| sdvar | Man page |
| space_measuring_functions | Man page Source code |
| stat_3D | Man page Source code |
| stationarity_test | Man page Source code |
| summary.dfts | Man page Source code |
| t_statistic_Q | Source code |
| temperature | Man page |
| toeplitz | Source code |
| truncated_kernel | Man page Source code |
| tukey_hanning_kernel | Man page Source code |
| var | Man page Source code |
| var.default | Man page Source code |
| var.dfts | Man page Source code |
| vecmult | Source code |
