Geometrically Inspired Multivariate Changepoint Detection
~~ Methods for Function ang.cpts
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Generic Function - ang.cpts
~~ Methods for Function ang.cpts<-
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Generic Function - ang.cpts<-
~~ Methods for Function angle
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Principle angle mapping
Generic Function - angle
~~ Methods for Function angle<-
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Generic Function - angle<-
Geometrically Inspired Multivariate Changepoint Detection
Input all required arguments into cpt.geo class - Only intended for de...
Class "cpt.geo"
~~ Methods for Function data.set
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Generic Function - data.set
~~ Methods for Function data.set<-
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Generic Function - data.set<-
~~ Methods for Function dist.cpts
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Generic Function - dist.cpts
~~ Methods for Function dist.cpts<-
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Generic Function - dist.cpts<-
~~ Methods for Function distance
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Euclidean distance mapping
Generic Function - distance
~~ Methods for Function distance<-
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Generic Function - distance<-
Multivariate changepoint detection via two geometric mappings
~~ Methods for Function msl
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Generic Function - msl
~~ Methods for Function msl<-
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Generic Function - msl<-
~~ Methods for Function nquantiles
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Generic Function - nquantiles
~~ Methods for Function nquantiles<-
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Generic Function - nquantiles<-
~~ Methods for Function pen.value
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Generic Function - pen.value
~~ Methods for Function pen.value<-
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Generic Function - pen.value<-
~~ Methods for Function penalty
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Generic Function - penalty
~~ Methods for Function penalty<-
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Generic Function - penalty<-
~~ Methods for Function plot
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~~ Methods for Function show
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~~ Methods for Function summary
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~~ Methods for Function test.stat
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Generic Function - test.stat
~~ Methods for Function test.stat<-
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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>.