fastcpd_family: Wrapper functions for fastcpd

In fastcpd: Fast Change Point Detection via Sequential Gradient Descent

Wrapper functions for fastcpd

Description

Wrapper functions for fastcpd to find change points in various models.

See Also

fastcpd.mean(), fastcpd.variance(), fastcpd.mv(), fastcpd.meanvariance() for basic statistics change models; fastcpd.lm(), fastcpd.binomial(), fastcpd.poisson(), fastcpd.lasso() for regression coefficients change models; fastcpd.ar(), fastcpd.var(), fastcpd.arima(), fastcpd.arma(), fastcpd.garch() for change in time series models.

fastcpd documentation built on May 29, 2024, 8:36 a.m.