Man pages for matthewquinn1/changepointSelect
Automated Selection of Changepoints using Empirical P-Values and Trimming

basicSegmentCorrectionPerforms a basic segment correction.
generateSampleGenerate a random sample of observations
getBestFitBySegmentPreliminarily find the most appropriate model (constant,...
getChangepointsFind the optimal set of changepoints based on a significance...
getHarmonicFitGet the RMSE using harmonic regression
getHarmonicRMSEGet the RMSE using harmonic regression
getLinearFitGet the fit using linear regression
getLinearRMSEGet the RMSE using linear regression
getLogLikGet the log-likelihood
getPiecewiseRMSEGet the RMSE using piecewise regressions
getPValueGet the empirical p-value for a new set of changepoints
trimChangepointsTrim proposed changepoints arising from linear trends or...
trimLinearTrendsTrim proposed changepoints arising from linear trends
trimLinearTrendsAndSeasonalityTrim proposed changepoints arising from linear trends or...
trimSeasonalityTrim proposed changepoints arising from seasonality
matthewquinn1/changepointSelect documentation built on July 25, 2022, 7:12 p.m.