compute.threshold |
Computing threshold used in 'inspect' |
cusum.transform |
CUSUM transformation |
cusum.transform.missing |
MissCUSUM transformation of a matrix with missing entries |
cusum.univariate.missing |
MissCUSUM transformation of a single vector with missing entries |
inspect |
Informative sparse projection for estimation of changepoints (inspect) |
locate.change |
Single changepoint estimation |
locate.change.missing |
Single changepoint estimation with missing data |
multi.change |
Generating a high-dimensional time series with multiple changepoints |
PiS |
Matrix projection onto the nuclear norm unit sphere |
PiW |
Projection onto the standard simplex |
plot.hdchangeseq |
Plot function for 'hdchangeseq' class |
plot.inspect |
Plot function for 'inspect' class objects |
print.inspect |
Print function for 'inspect' class objects |
printPercentage |
Print percentage |
random.UnitVector |
Generate a random unit vectors in R^n |
rescale.variance |
Noise standardisation for multivariate time series. |
single.change |
Generating high-dimensional time series with exactly one change in the mean structure |
sparse.svd |
Computing the sparse leading left singular vector of a matrix |
sparse.svd.missing |
Computing the sparse leading left singular vector of a matrix with missing entries |
summary.inspect |
Summary function for 'inspect' class objects |
vector.clip |
Clipping a vector from above and below |
vector.norm |
Norm of a vector |
vector.normalise |
Normalise a vector |
vector.soft.thresh |
Soft thresholding a vector |