Man pages for hdbinseg
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
| clean.cp | Removing change-points in the mean |
| dcbs.alg | Double CUSUM Binary Segmentation |
| dcbs.branch | Growing a branch for DCBS algorithm |
| dcbs.make.tree | Growing a binary tree for DCBS algorithm |
| dcbs.thr | Bootstrapping for threshold selection in DCBS algorithm |
| gen.input | Generating Haar wavelet transformation of time series |
| get.factor.model | Factor model estimation via Principal Component Analysis |
| get.gg | Data-driven selection of the average block size |
| sbs.alg | Sparsified Binary Segmentation |
| sbs.make.tree | Growing a binary tree for SBS algorithm |
| sbs.thr | Bootstrapping for threshold selection in SBS algorithm |
| search.b | Searching for a change-point in a branch |
| tri.kern | Flat-top kernel |
