API for akopich/covcp
R package for change-point detection in covariance structure
| Global functions | |
|---|---|
| Cov | Source code |
| checkStats | Source code |
| chooseRho | Source code |
| cov2ZVar | Source code |
| covTest | Source code |
| createMeanTest | Source code |
| createPrecisionMatrixTest | Source code |
| curryFirst | Source code |
| currySecond | Source code |
| curryThird | Source code |
| divideColumnWise | Source code |
| drawWithReplacement | Source code |
| drawWithReplacementWithWeights | Source code |
| empiricalCovariance | Source code |
| empiricalPrecisionMatrixCov | Source code |
| generateBootstrap | Source code |
| generateBootstrapValues | Source code |
| getDesparsifiedEstimator | Source code |
| getDesparsifiedPrecisionMatrixEstimator | Source code |
| getGaussianSigmas | Source code |
| getMeanEstimator | Source code |
| getThreshold | Source code |
| getZ | Source code |
| getZs | Source code |
| hatTheta2GaussianSigmas | Source code |
| infNorm | Source code |
| isRejected | Source code |
| logDetGL | Source code |
| maxBy | Source code |
| maxSapply | Source code |
| meanBootstrapBasedCriticalLevel | Source code |
| mkCPDResultClass | Source code |
| noPattern | Source code |
| parRbind | Source code |
| parRbindShuffle | Source code |
| plot.CPDResult | Source code |
| precisionMatrixBootstrapBasedCriticalLevel | Source code |
| precisionMatrixStatistic | Source code |
| probabilityToReject | Source code |
| slidingWindows | Source code |
| slidingWindowsDifferenceOfMean | Source code |
| vectorWiseCovariances | Source code |
