SonmezOzan/fChange_0.2.0: Change Point Analysis in Functional Data

Change point estimation and detection methods for functional data are implemented using dimension reduction via functional principal component analysis and a fully-functional (norm-based) method. Detecting and dating structural breaks for both dependent and independent functional samples is illustrated along with some basic functional data generating processes.

Getting started

Package details

AuthorOzan Sonmez, Alexander Aue, Gregory Rice
MaintainerOzan Sonmez <[email protected]>
LicenseMIT + file LICENSE
Version0.2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("SonmezOzan/fChange_0.2.0")
SonmezOzan/fChange_0.2.0 documentation built on Jan. 6, 2018, 12:40 a.m.