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gSeg (version 1.0)
Graph-Based Change-Point Detection (g-Segmentation)
Description
Using an approach based on similarity graph to estimate change-point(s) and the corresponding p-values. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available.
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1.0
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Install
install.packages('gSeg')
Monthly Downloads
261
Version
1.0
License
GPL (>= 2)
Maintainer
Hao Chen
Last Published
September 24th, 2020
Functions in gSeg (1.0)
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gSeg
Graph-Based Change-Point Detection
E2
An edge matrix representing a similarity graph
E3
An edge matrix representing a similarity graph
E1
An edge matrix representing a similarity graph
gseg2_discrete
Graph-Based Change-Point Detection for Changed Interval for Data with Repeated Observations
E4
An edge matrix representing a similiarity graph
gseg2
Graph-Based Change-Point Detection for Changed Interval
E5
An edge matrix representing a similiarity graph
gseg1
Graph-Based Change-Point Detection for Single Change-Point
gseg1_discrete
Graph-Based Change-Point Detection for Single Change-Point for Data with Repeated Observations
n
The Number of Observations in the Sequence
nnl
Construct the Nearest Neighbor Link (NNL)