| changepoint.geo-package {changepoint.geo} | R Documentation |
Geometrically Inspired Multivariate Changepoint Detection
Description
Implements the high-dimensional changepoint detection method GeomCP (Grundy et al. 2020) and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call.
Details
| Package: | changepoint.geo |
| Type: | Package |
| Title: | Geometrically Inspired Multivariate Changepoint Detection |
| Version: | 1.0.2 |
| Date: | 2023-09-23 |
| Authors@R: | c(person("Thomas","Grundy",role=c("aut")), person("Rebecca","Killick",role=c("cre","ths"),email="r.killick@lancaster.ac.uk")) |
| Maintainer: | Rebecca Killick <r.killick@lancaster.ac.uk> |
| URL: | https://github.com/grundy95/changepoint.geo/ |
| Description: | Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>. |
| Depends: | R(>= 3.6), changepoint, changepoint.np, methods, ggplot2 |
| Imports: | Rdpack |
| RdMacros: | Rdpack |
| Suggests: | testthat, MASS |
| License: | GPL |
| LazyLoad: | yes |
| NeedsCompilation: | no |
| Packaged: | 2023-09-23 12:24:16 UTC; killick |
| Author: | Thomas Grundy [aut], Rebecca Killick [cre, ths] |
| Repository: | CRAN |
| Date/Publication: | 2023-09-23 13:40:07 UTC |
Author(s)
Thomas Grundy [aut], Rebecca Killick [cre, ths]
Maintainer: Rebecca Killick <r.killick@lancaster.ac.uk>
References
Grundy T, Killick R, Mihalyov G (2020). “High-dimensional changepoint detection via a geometrically inspired mapping.” Stat Comput, 0(0). doi:10.1007/s11222-020-09940-y.
Killick R, Fearnhead P, Eckley IA (2012). “Optimal detection of changepoints with a linear computational cost.” J. Am. Stat. Assoc., 107(500), 1590–1598.
See Also
Examples
X <- rbind(matrix(rnorm(100*50),ncol=50),matrix(rnorm(100*50,0,2),ncol=50))
ans <- geomcp(X)
summary(ans)