esac_wrapper: ESAC wrapper: sparsity-adaptive high-dimensional detection

In ggchangepoint: Combines Changepoint Analysis with 'ggplot2'

ESAC wrapper: sparsity-adaptive high-dimensional detection

Description

Wraps HDCD::ESAC() (Moen, Glad and Tveten, 2023): Efficient Sparsity Adaptive Changepoint estimation for a change in the mean vector of a high-dimensional series. Where inspect projects onto a single estimated sparse direction, ESAC adapts across the whole sparsity range at once, which is a different regime rather than a refinement of the same one: it is competitive both when a handful of coordinates change and when all of them do.

Usage

esac_wrapper(
  x,
  threshold_d = 1.5,
  threshold_s = 1,
  empirical = FALSE,
  N = 1000,
  seed = NULL,
  ...
)

Arguments

x	A numeric matrix or data frame with rows as time points and columns as coordinates.
threshold_d, threshold_s	Leading constants of the dense and sparse thresholds. Defaults follow the engine (1.5 and 1).
empirical	Calibrate the thresholds by Monte Carlo rather than using the theoretical values? Slower but sharper; defaults to FALSE.
N	Monte Carlo samples when empirical = TRUE.
seed	Optional seed (used by the empirical calibration). The seed is scoped to this call: .Random.seed is saved and restored, so a seeded call inside a simulation loop does not pin the loop's own stream.
...	Additional arguments passed to HDCD::ESAC().

Value

A ggcpt object. The changepoints tibble carries cusum (the ESAC statistic at each detected location) and depth (its level in the recursion).

References

\insertRef

moen2023esacggchangepoint

See Also

Other changepoint engines: bcp_wrapper(), beast_wrapper(), bfast_wrapper(), binsegrcpp_wrapper(), bocpd_wrapper(), capa_wrapper(), cpm_wrapper(), cpop_wrapper(), cpt_wrapper(), decafs_wrapper(), ecp_wrapper(), envcpt_wrapper(), fabisearch_wrapper(), fastcpd_wrapper(), fcov_wrapper(), fmean_wrapper(), fpop_wrapper(), geomcp_wrapper(), hdcov_wrapper(), hdreg_wrapper(), idetect_wrapper(), inspect_wrapper(), kcp_wrapper(), kwc_wrapper(), mcp_wrapper(), mosum_wrapper(), network_wrapper(), not_wrapper(), npmojo_wrapper(), nsp_wrapper(), ocd_wrapper(), pilliat_wrapper(), segmented_wrapper(), smuce_wrapper(), sn_wrapper(), strucchange_wrapper(), taylor_wrapper(), tguh_wrapper(), trend_wrapper(), var_wrapper(), wbs2_wrapper(), wbs_wrapper(), wbsts_wrapper()

Examples

set.seed(2026)
X <- matrix(rnorm(100 * 20), nrow = 100)
X[51:100, 1:5] <- X[51:100, 1:5] + 3
esac_wrapper(X)

ggchangepoint documentation built on Nov. 5, 2026, 9:06 a.m.