NeymanPearsonFan1/tpca: A function for tailoring PCA to change detection
Functionality for automatically selecting which principal components to keep for detecting changes in the mean and/or covariance matrix. The choice of principal axes to project data onto is tailored to a normal state covariance matrix and a customizable distribution over relevant change scenarios. Both regular PCA and dynamic PCA can be handled.
Getting started
Browse package contents
Package details |
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| Author | NeymanPearsonFan |
| Maintainer | NeymanPearsonFan1 <fictitious@email.com> |
| License | MIT + file LICENSE |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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