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 |

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