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changepoint.geo (version 1.0.1)

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

install.packages('changepoint.geo')

Monthly Downloads

250

Version

1.0.1

License

GPL

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Repository

https://github.com/grundy95/changepoint.geo/

Maintainer

Thomas Grundy

Last Published

March 31st, 2020

Functions in changepoint.geo (1.0.1)

changepoint.geo-package

Geometrically Inspired Multivariate Changepoint Detection

distance.mapping

Euclidean distance mapping

pen.value<--methods

~~ Methods for Function pen.value<- ~~

Generic Function - dist.cpts<-

Generic Function - dist.cpts

distance<--methods

~~ Methods for Function distance<- ~~

dist.cpts-methods

~~ Methods for Function dist.cpts ~~

Generic Function - msl<-

dist.cpts<--methods

~~ Methods for Function dist.cpts<- ~~

~~ Methods for Function msl<- ~~

data.set<--methods

~~ Methods for Function data.set<- ~~

Generic Function - test.stat

Generic Function - pen.value<-

test.stat<--methods

~~ Methods for Function test.stat<- ~~

penalty-methods

~~ Methods for Function penalty ~~

distance-methods

~~ Methods for Function distance ~~

pen.value-methods

~~ Methods for Function pen.value ~~

Generic Function - distance

Generic Function - data.set<-

Generic Function - penalty

Input all required arguments into cpt.geo class - Only intended for developer use.

~~ Methods for Function msl ~~

Class "cpt.geo"

Generic Function - nquantiles

Generic Function - msl

nquantiles-methods

~~ Methods for Function nquantiles ~~

test.stat-methods

~~ Methods for Function test.stat ~~

Generic Function - pen.value

~~ Methods for Function plot ~~

data.set-methods

~~ Methods for Function data.set ~~

summary-methods

~~ Methods for Function summary ~~

Generic Function - test.stat<-

Multivariate changepoint detection via two geometric mappings

Generic Function - data.set

Generic Function - distance<-

Generic Function - nquantiles<-

~~ Methods for Function show ~~

nquantiles<--methods

~~ Methods for Function nquantiles<- ~~

Generic Function - penalty<-

penalty<--methods

~~ Methods for Function penalty<- ~~

Generic Function - ang.cpts

Generic Function - angle<-

~~ Methods for Function angle ~~

Principle angle mapping

ang.cpts<--methods

~~ Methods for Function ang.cpts<- ~~

ang.cpts-methods

~~ Methods for Function ang.cpts ~~

Generic Function - ang.cpts<-

Generic Function - angle

angle<--methods

~~ Methods for Function angle<- ~~