Robust Changepoint Detection for Functional and Multivariate Data
Conduct an AMOC hypothesis test
Find changepoints using depth-based wild binary segmentation
Test for an epidemic period in data
Multisample hypothesis test for difference in covariance operators
Post-hoc hypothesis test for difference in covariance operators.
Detect changepoints in functional data
Detect changepoints in a resting state fMRI scan
KWCChangepoint: Robust Changepoint Detection for Functional and Multiv...
Find changepoints in multivariate data
Find mean changes in a univariate sequence
Find scale changes in a univariate sequence
Detect and test for changes in covariance structures of functional data, as well as changepoint detection for multivariate data more generally. Method for detecting non-stationarity in resting state functional Magnetic Resonance Imaging (fMRI) scans as seen in Ramsay, K., & Chenouri, S. (2025) <doi:10.1080/10485252.2025.2503891> is implemented in fmri_changepoints(). Also includes depth- and rank-based implementation of the wild binary segmentation algorithm for detecting multiple changepoints in multivariate data.
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