Man pages for Tveten/tailorPCA
A function for tailoring PCA to change detection
| add_divergence | Add a statistical divergence function. |
| change_cor_mat | Draw a changed correlation matrix |
| change_cor_mat_tdpca | Draw a changed correlation matrix for use in dynamic TPCA. |
| pca | Principal component analysis |
| rcor_mat | Generate a random correlation matrix |
| rcor_mat_est | Generate a random correlation matrix estimate |
| rcov_mat | Generate a random covariance matrix |
| reproduce_tpca_example | Reproduces the figures in Section 2 |
| set_uniform_cd | Set a uniform change distribution. |
| tdpca | Tailors the choice of principal components for change... |
| tpca | Tailors the choice of principal components for change... |
