detection_check |
Function for detection performance check |
eeg |
EEG signal data |
eval_func |
Evaluation function, return the performance of simulation results |
hausdorff_check |
Function for Hausdorff distance computation |
lag_selection |
Select the lag of the VAR model using total BIC method |
lstsp |
Main function for the low rank plus sparse structure VAR model |
plot.VARDetect.result |
Plotting the output from VARDetect.result class |
plot_density |
Function to plot the sparsity levels for estimated model parameters |
plot_granger |
Function to plot Granger causality networks |
plot_matrix |
Plot the AR coefficient matrix |
print.VARDetect.result |
Function to print the change points estimated by VARDetect |
simu_lstsp |
Function to deploy simulation with LSTSP algorithm |
simu_tbss |
Simulation function for TBSS algorithm |
simu_var |
Generate VAR(p) model data with break points |
summary.VARDetect.result |
Function to summarize the change points estimated by VARDetect |
summary.VARDetect.simu.result |
A function to summarize the results for simulation |
tbss |
Block segmentation scheme (BSS). |
weekly |
weekly stock price data |