Package: HDCD 1.1

Per August Jarval Moen

HDCD: High-Dimensional Changepoint Detection

Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <doi:10.48550/arXiv.2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.

Authors:Per August Jarval Moen [cre, aut]

HDCD_1.1.tar.gz
HDCD_1.1.tar.gz(r-4.5-noble)HDCD_1.1.tar.gz(r-4.4-noble)
HDCD_1.1.tgz(r-4.4-emscripten)HDCD_1.1.tgz(r-4.3-emscripten)
HDCD.pdf |HDCD.html
HDCD/json (API)

# Install 'HDCD' in R:
install.packages('HDCD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 3 scripts 488 downloads 21 exports 3 dependencies

Last updated 7 months agofrom:b318c066b8. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 04 2024
R-4.5-linux-x86_64OKDec 04 2024

Exports:ARICUSUMESACESAC_calibrateESAC_testESAC_test_calibratehausdorffInspectInspect_calibrateInspect_testInspect_test_calibratePilliatPilliat_calibratePilliat_testPilliat_test_calibraterescale_variancesingle_CUSUMsingle_ESACsingle_Inspectsingle_SBSsingle_SBS_calibrate

Dependencies:mclustrbibutilsRdpack

Readme and manuals

Help Manual

Help pageTopics
ARIARI
CUSUM transformation of a matrixCUSUM
Efficient Sparsity Adaptive Change-point estimatorESAC
Generates empirical penalty function gamma(t) for the ESAC algorithm using Monte Carlo simulationESAC_calibrate
ESAC single change-point testESAC_test
Generates empirical penalty function gamma(t) for single change-point testing using Monte Carlo simulationESAC_test_calibrate
Hausdorff distance between two setshausdorff
Informative sparse projection for estimating change-points (Inspect)Inspect
Generates empirical detection threshold xi using Monte Carlo simulationInspect_calibrate
Inspect single change-point testInspect_test
Generates empirical detection threshold xi for single change-point testing using Monte Carlo simulationInspect_test_calibrate
Pilliat multiple change-point detection algorithmPilliat
Generates detection thresholds for the Pilliat algorithm using Monte Carlo simulationPilliat_calibrate
Pilliat single change-point testPilliat_test
Generates detection thresholds for the Pilliat algorithm for testing for a single change-point using Monte Carlo simulationPilliat_test_calibrate
Re-scales each row of matrix by its MAD estimaterescale_variance
CUSUM transformation of matrix at a specific positionsingle_CUSUM
Efficient Sparsity Adaptive Change-point estimator for a single change-pointsingle_ESAC
Inspect for single change-point estimationsingle_Inspect
Sparsified Binary Segmentation for single change-point estimationsingle_SBS
Generates threshold pi_T for Sparsified Binary Segmentation for single change-point detectionsingle_SBS_calibrate