bestParameters |
bestParameters |
cost |
L2 error estimation |
dataRWAR |
Generate a Random Walk + AR realization |
dataSinusoidal |
Generating data from a sinusoidal model with changes |
DeCAFS |
Main DeCAFS algorithm for detecting abrupt changes |
estimateParameters |
Estimate parameter in the Random Walk Autoregressive model |
estimVar |
Variance estimation for diff k operators |
evalEtaNu |
RW and AR(1) variance estimations with fixed AR(1) parameter |
guidedModelSelection |
Guided Model Selection |
oilWell |
Rock structure data from an oil well |
plot.DeCAFSout |
DeCAFS Plotting |
scenarioGenerator |
Generate a piecewise constant signal of a given length |