changepoint.geo (version 1.0.2)

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.

Author

tools:::Rd_package_author("changepoint.geo")

Maintainer: tools:::Rd_package_maintainer("changepoint.geo")

Details

tools:::Rd_package_DESCRIPTION("changepoint.geo")

References

Grundy2020changepoint.geo

Killick2012changepoint.geo

See Also

geomcp

Examples

X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)