sampledataset

This is artificial data following changing multivariate liner structure.

datasets

Contains implementation of the Nonparametric Splitting Algorithm (NSA), which estimates a set of structural change points (change dates) within a multivariate time-wise linear regression. Additionally, it contains utility functions to estimate corresponding changing linear model, moving energy distance and a change-detection test. For more information, see Malo et. al (2019) <arXiv:1805.08512v2>.

Olga Gorskikh

changedetection

Nonparametric Change Detection in Multivariate Linear
Relationships

sampledataset function

A data frame with 600 rows and 13 columns:<ul>
<li>\(y_1, y_2, y_3\) response variables</li>
<li>\(x_1, x_2, x_3, x_4, x_5, x_6, x_7, x_8, x_9, x_10\) predictors</li>
</ul>

sampledataset: Sample dataset

Description

Usage

Arguments

Format