Man pages for boris109able/ChangePointCalc
Estimate change-points via Sparse Group Lasso and Dynamic Programming.
| betterPathCalc | To calculate the path of lambdas |
| CalcAlpha | Calculate coefficients of each interval |
| ChangePointCalc-package | Offline change-Points estimation via DP and SGL |
| ComputeCost | Compute cost matrix for each interval |
| DPCalc | Calculate change-points using DP approach given number of... |
| DPmain | Main function of DP approach |
| DPPlotChangePoint | Plot change-points indicated by 1 or 0 using DP approach |
| DPPlotL1Norm | Plot l1-norm of coefficients of each interval computed by DP... |
| DPSol | Compute change-points using DP approach. |
| oneDim | The function to calculate SGL of linear regression |
| PrintAlpha | calculate coefficients of each interval |
| RealData | Generate data format from real data to do further analysis. |
| SGL | main function of SGL |
| SGLPlotChangePoint | Plot change-points by SGL approach using 1 or 0 |
| SGLPlotL1Norm | Plot change-points using l1-norm by SGL approach |
| SGLPlotNorm | Plot change-points using norm by SGL approach |
| SynthesizeData | Generate synthesized data used by SGL approach |
