Changepoint Analysis for Multivariate Time Series


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Documentation for package ‘changepoint.mv’ version 1.0.2

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costs Uses the changepoint locations to determine the penalised cost of the segmented data.
costs-method Uses the changepoint locations to determine the penalised cost of the segmented data.
cpts.mr Most recent changepoint locations.
cpts.mr-method Most recent changepoint locations.
cpts.mv Multivariate changepoint locations.
cpts.mv-method Multivariate changepoint locations.
cpts.uv Univariate changepoint locations.
cpts.uv-method Univariate changepoint locations.
data(mrcexample) Summary
data.set Recovers the data from the results of a changepoint analysis.
data.set-method Recovers the data from the results of a changepoint analysis.
library(changepoint.mv) Summary
MDL Calculates the Minimum Description Length.
MDL-method Calculates the Minimum Description Length.
mrc Most Recent Changepoints.
mrcexample Simulated data.
plot Visualisation of data and changepoint locations.
plot-method Visualisation of data and changepoint locations.
res<-spot(mrcexample) Summary
show Displays S4 objects produced by changepoint.mv methods
show-method Displays S4 objects produced by changepoint.mv methods
summary Summary
summary(res) Summary
summary-method Summary