Man pages for boris109able/ChangePointCalc
Estimate change-points via Sparse Group Lasso and Dynamic Programming.

betterPathCalcTo calculate the path of lambdas
CalcAlphaCalculate coefficients of each interval
ChangePointCalc-packageOffline change-Points estimation via DP and SGL
ComputeCostCompute cost matrix for each interval
DPCalcCalculate change-points using DP approach given number of...
DPmainMain function of DP approach
DPPlotChangePointPlot change-points indicated by 1 or 0 using DP approach
DPPlotL1NormPlot l1-norm of coefficients of each interval computed by DP...
DPSolCompute change-points using DP approach.
oneDimThe function to calculate SGL of linear regression
PrintAlphacalculate coefficients of each interval
RealDataGenerate data format from real data to do further analysis.
SGLmain function of SGL
SGLPlotChangePointPlot change-points by SGL approach using 1 or 0
SGLPlotL1NormPlot change-points using l1-norm by SGL approach
SGLPlotNormPlot change-points using norm by SGL approach
SynthesizeDataGenerate synthesized data used by SGL approach
boris109able/ChangePointCalc documentation built on May 13, 2019, 12:34 a.m.