changepoint.geo-package

Geometrically Inspired Multivariate Changepoint Detection

Implements the high-dimensional changepoint detection method GeomCP if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Grundy2020",package="changepoint.geo",cached_env=.Rdpack.currefs) 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. package

Details

tools:::Rd_package_DESCRIPTION("changepoint.geo")

Author(s)

tools:::Rd_package_author("changepoint.geo")

Maintainer: tools:::Rd_package_maintainer("changepoint.geo")

References

Rdpack::insert_ref(key="Grundy2020",package="changepoint.geo")

Rdpack::insert_ref(key="Killick2012",package="changepoint.geo")

See Also

geomcp

Examples

X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)