changepoint.geo (version 1.0.1)

changepoint.geo-package: Geometrically Inspired Multivariate Changepoint Detection

Description

Implements the high-dimensional changepoint detection method GeomCP Grundy2020changepoint.geo 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.

Details

changepoint.geo

References

Grundy2020changepoint.geo

Killick2012changepoint.geo

See Also

geomcp

Examples

# NOT RUN {
X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)
# }