Man pages for Tveten/capacc
Collective and point anomalies in cross-correlated data
| capa.cc | Collective and point anomalies in cross-correlated... |
| car_precision_mat | Generate a row-standardised CAR precision matrix |
| compute.threshold | Computing threshold used in 'inspect' |
| cor_inspect | Informative sparse projection for estimation of changepoints... |
| cpt.cc | Changepoints in cross-correlated data-CAPA-CC |
| cusum.transform | CUSUM transformation |
| cuthill_mckee | Cuthill McKee (CM) algorithm |
| locate.change | Single changepoint estimation |
| many_cpt_est | #' @export |
| many_subset_est | #' @export |
| PiS | Matrix projection onto the nuclear norm unit sphere |
| PiW | Projection onto the standard simplex |
| plot.capacc | Plotting function for capacc objects |
| power.method | Power method for finding the leading eigenvector of a... |
| rescale.variance | Noise standardisation for multivariate time series. |
| robust_sparse_precision | Robustly estimate a precision matrix with a given adjacency... |
| simulate_cor | A function for generating simulated multivariate data |
| single_cor_inspect | Single changepoint estimation |
| sparse.svd | Computing the sparse leading left singular vector of a matrix |
| vector.norm | Norm of a vector |
| vector.soft.thresh | Soft thresholding a vector |
