changepoint.geo (version 1.0.2)

Geometrically Inspired Multivariate Changepoint Detection

Description

Implements the high-dimensional changepoint detection method GeomCP 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. References: Grundy et al. (2020) .

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install.packages('changepoint.geo')

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274

Version

1.0.2

License

GPL

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Last Published

September 23rd, 2023

Functions in changepoint.geo (1.0.2)