subspaceCostCalculator: Subspace cost calculator

Description Usage Arguments Value See Also

View source: R/subspaceTestStat.R

Description

Creates a function that takes potential changepoint location and returns the test statistic as defined in \insertCiteGrundy2020;textualchangepoint.cov.

Usage

1

Arguments

X

Data matrix of dimension n by p

subspaceDim

Dimension of the latent subspace

Value

A function used to calculate the test statistic

See Also

subspaceTestStat


grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.