Package: InspectChangepoint 1.2

Tengyao Wang

InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Authors:Tengyao Wang, Bertille Follain and Richard Samworth

InspectChangepoint_1.2.tar.gz
InspectChangepoint_1.2.tar.gz(r-4.5-noble)InspectChangepoint_1.2.tar.gz(r-4.4-noble)
InspectChangepoint_1.2.tgz(r-4.4-emscripten)InspectChangepoint_1.2.tgz(r-4.3-emscripten)
InspectChangepoint.pdf |InspectChangepoint.html✨
InspectChangepoint/json (API)

# Install 'InspectChangepoint' in R:

install.packages('InspectChangepoint', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

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

1.48 score 1 stars 30 scripts 237 downloads 14 exports 1 dependencies

Last updated 3 years agofrom:789b6a84eb. Checks:OK: 1 NOTE: 1. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 11 2024
R-4.5-linux	NOTE	Nov 11 2024

Exports:compute.threshold cusum.transform cusum.transform.missing cusum.univariate.missing inspect locate.change locate.change.missing multi.change PiS PiW rescale.variance single.change sparse.svd sparse.svd.missing

Dependencies:MASS

Citation

Readme and manuals

Help Manual

Help page	Topics
Computing threshold used in 'inspect'	compute.threshold
CUSUM transformation	cusum.transform
MissCUSUM transformation of a matrix with missing entries	cusum.transform.missing
MissCUSUM transformation of a single vector with missing entries	cusum.univariate.missing
Informative sparse projection for estimation of changepoints (inspect)	inspect
Single changepoint estimation	locate.change
Single changepoint estimation with missing data	locate.change.missing
Generating a high-dimensional time series with multiple changepoints	multi.change
Matrix projection onto the nuclear norm unit sphere	PiS
Projection onto the standard simplex	PiW
Plot function for 'hdchangeseq' class	plot.hdchangeseq
Plot function for 'inspect' class objects	plot.inspect
Print function for 'inspect' class objects	print.inspect
Print percentage	printPercentage
Generate a random unit vectors in R^n	random.UnitVector
Noise standardisation for multivariate time series.	rescale.variance
Generating high-dimensional time series with exactly one change in the mean structure	single.change
Computing the sparse leading left singular vector of a matrix	sparse.svd
Computing the sparse leading left singular vector of a matrix with missing entries	sparse.svd.missing
Summary function for 'inspect' class objects	summary.inspect
Clipping a vector from above and below	vector.clip
Norm of a vector	vector.norm
Normalise a vector	vector.normalise
Soft thresholding a vector	vector.soft.thresh

Package: InspectChangepoint 1.2

InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)