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... |
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