Fast Projection Direction for Multivariate Changepoint Detection

[Up] [Top]

Documentation for package ‘BayesProject’ version 1.0

Help Pages

bayes Cpp implementation of the Bayesian projection algorithm to detect single multivariate changepoints.
summaxcusum Cpp implementation of sum-cusum and max-cusum for single changepoint detection.
testdata Simulated test data.
wildBinSeg Wild Binary Segmentation Wrapper for the functions "bayes" and "summaxcusum".