New Kernel-Based Change-Point Detection


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Documentation for package ‘kerSeg’ version 1.1

Help Pages

kerSeg-package New kernel-based change-point detection
gaussiankernel Compute the Gaussian kernel matrix
kerseg1 Kernel-based change-point detection for single change-point alternatives
kerseg2 Kernel-based change-point detection for changed-interval alternatives
skew Compute some components utilized in the third moment fomulas.
statint Compute the test statistics, D and W, for the changed-interval alternatives.