Non-Parametric Multiple Change-Point Analysis of Multivariate Data
Bladder Tumor Micro-Array Data
Dow Jones Industrial Average Index
ENERGY AGGLOMERATIVE
CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA E-STATISTIC)
CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA E-STATISTIC)
ENERGY DIVISIVE
ENERGY SPLIT
Internal Energy Change Point Functions
FIND CLOSEST CLUSTERS
GET BETWEEN DISTANCE
GET WITHIN DISTANCE
GOODNESS OF FIT UPDATE
Kernel Change Point Analysis
CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA KOLMOGOROV-SMIRNOV S...
CHANGE POINTS ESTIMATION BY PRUNED OBJECTIVE (VIA KOLMOGOROV-SMIRNOV S...
PERMUTE CLUSTERS
PROCESS DATA
SIGNIFICANCE TEST
SPLIT POINT
SPLIT POINT-C
UPDATE DISTANCE
Implements various procedures for finding multiple change-points from Matteson D. et al (2013) <doi:10.1080/01621459.2013.849605>, Zhang W. et al (2017) <doi:10.1109/ICDMW.2017.44>, Arlot S. et al (2019). Two methods make use of dynamic programming and pruning, with no distributional assumptions other than the existence of certain absolute moments in one method. Hierarchical and exact search methods are included. All methods return the set of estimated change- points as well as other summary information.