changesim |
Changepoint Example Data |
detectBinary |
Change point detection using PCA and binary segmentation |
detectGlasso |
Change point detection using Graphical lasso as in Cribben et al. (2012) |
detectMaxChange |
Change point detection using max-type statistic as in Jeong et. al (2016) |
detectSliding |
Change point detection using PCA and sliding method |
global |
Global Variables and functions |
preprocess |
Data preparation for changepoint detection using functions in this package.. |
testGlasso |
Test for for the equality of connectivity based on the Graphical lasso estimation. |
testMax |
Max-type test for for the equality of connectivity |
testPCA |
PCA-based test for the equality of connectivity |
testsim |
Test Example Data |