changepoint.geo1.0.2 package

Geometrically Inspired Multivariate Changepoint Detection

ang.cpts-methods

~~ Methods for Function ang.cpts ~~

ang.cpts

Generic Function - ang.cpts

ang.cpts_--methods

~~ Methods for Function ang.cpts<- ~~

ang.cpts_-

Generic Function - ang.cpts<-

angle-methods

~~ Methods for Function angle ~~

angle.mapping

Principle angle mapping

angle

Generic Function - angle

angle_--methods

~~ Methods for Function angle<- ~~

angle_-

Generic Function - angle<-

changepoint.geo-package

Geometrically Inspired Multivariate Changepoint Detection

class_input

Input all required arguments into cpt.geo class - Only intended for de...

cpt.geo-class

Class "cpt.geo"

data.set-methods

~~ Methods for Function data.set ~~

data.set

Generic Function - data.set

data.set_--methods

~~ Methods for Function data.set<- ~~

data.set_-

Generic Function - data.set<-

dist.cpts-methods

~~ Methods for Function dist.cpts ~~

dist.cpts

Generic Function - dist.cpts

dist.cpts_--methods

~~ Methods for Function dist.cpts<- ~~

dist.cpts_-

Generic Function - dist.cpts<-

distance-methods

~~ Methods for Function distance ~~

distance.mapping

Euclidean distance mapping

distance

Generic Function - distance

distance_--methods

~~ Methods for Function distance<- ~~

distance_-

Generic Function - distance<-

geomcp

Multivariate changepoint detection via two geometric mappings

msl-methods

~~ Methods for Function msl ~~

msl

Generic Function - msl

msl_--methods

~~ Methods for Function msl<- ~~

msl_-

Generic Function - msl<-

nquantiles-methods

~~ Methods for Function nquantiles ~~

nquantiles

Generic Function - nquantiles

nquantiles_--methods

~~ Methods for Function nquantiles<- ~~

nquantiles_-

Generic Function - nquantiles<-

pen.value-methods

~~ Methods for Function pen.value ~~

pen.value

Generic Function - pen.value

pen.value_--methods

~~ Methods for Function pen.value<- ~~

pen.value_-

Generic Function - pen.value<-

penalty-methods

~~ Methods for Function penalty ~~

penalty

Generic Function - penalty

penalty_--methods

~~ Methods for Function penalty<- ~~

penalty_-

Generic Function - penalty<-

plot-methods

~~ Methods for Function plot ~~

show-methods

~~ Methods for Function show ~~

summary-methods

~~ Methods for Function summary ~~

test.stat-methods

~~ Methods for Function test.stat ~~

test.stat

Generic Function - test.stat

test.stat_--methods

~~ Methods for Function test.stat<- ~~

test.stat_-

Generic Function - test.stat<-

Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.