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
akopich/covcp documentation built on June 3, 2017, 2:56 p.m.