Man pages for hdbinseg
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

clean.cpRemoving change-points in the mean
dcbs.algDouble CUSUM Binary Segmentation
dcbs.branchGrowing a branch for DCBS algorithm
dcbs.make.treeGrowing a binary tree for DCBS algorithm
dcbs.thrBootstrapping for threshold selection in DCBS algorithm
gen.inputGenerating Haar wavelet transformation of time series
get.factor.modelFactor model estimation via Principal Component Analysis
get.ggData-driven selection of the average block size
sbs.algSparsified Binary Segmentation
sbs.make.treeGrowing a binary tree for SBS algorithm
sbs.thrBootstrapping for threshold selection in SBS algorithm
search.bSearching for a change-point in a branch
tri.kernFlat-top kernel
hdbinseg documentation built on May 29, 2018, 5:04 p.m.