penalty

penalty-methods

methods

internal

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) <doi:10.1007/s11222-020-09940-y>.

Rebecca Killick

changepoint.geo

Geometrically Inspired Multivariate Changepoint Detection

Thomas Grundy

penalty function

<dl> <dt>object</dt>
<dd>Object of class cpt.geo.</dd></dl>

Arguments

Author

Generic Function - penalty — penalty

<dl>

 <dt>object</dt>
<dd>Object of class cpt.geo.</dd>

</dl>

Generic Function - penalty

penalty: Generic Function - penalty

Description

Usage

Value

Arguments

Author

Details

See Also

Examples