Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

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Documentation for package ‘samurais’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

samurais-package	SaMUraiS: StAtistical Models for the UnsupeRvised segmentAtIon of time-Series
emHMMR	emHMMR implemens the EM (Baum-Welch) algorithm to fit a HMMR model.
emMHMMR	emMHMMR implemens the EM (Baum-Welch) algorithm to fit a MHMMR model.
emMRHLP	emMRHLP implemens the EM algorithm to fit a MRHLP model.
emRHLP	emRHLP implements the EM algorithm to fit a RHLP model.
fitPWRFisher	fitPWRFisher implements an optimized dynamic programming algorithm to fit a PWR model.
hmmProcess	hmmProcess calculates the probability distribution of a random process following a Markov chain
MData	A Reference Class which represents multivariate data.
MData-class	A Reference Class which represents multivariate data.
mkStochastic	mkStochastic ensures that it is a stochastic vector, matrix or array.
ModelHMMR	A Reference Class which represents a fitted HMMR model.
ModelHMMR-class	A Reference Class which represents a fitted HMMR model.
ModelMHMMR	A Reference Class which represents a fitted MHMMR model.
ModelMHMMR-class	A Reference Class which represents a fitted MHMMR model.
ModelMRHLP	A Reference Class which represents a fitted MRHLP model.
ModelMRHLP-class	A Reference Class which represents a fitted MRHLP model.
ModelPWR	A Reference Class which represents a fitted PWR model.
ModelPWR-class	A Reference Class which represents a fitted PWR model.
ModelRHLP	A Reference Class which represents a fitted RHLP model.
ModelRHLP-class	A Reference Class which represents a fitted RHLP model.
multivrealdataset	Time series representing the three acceleration components recorded over time with body mounted accelerometers during the activity of a given person.
multivtoydataset	A simulated non-stationary multidimensional time series with regime changes.
ParamHMMR	A Reference Class which contains parameters of a HMMR model.
ParamHMMR-class	A Reference Class which contains parameters of a HMMR model.
ParamMHMMR	A Reference Class which contains parameters of a MHMMR model.
ParamMHMMR-class	A Reference Class which contains parameters of a MHMMR model.
ParamMRHLP	A Reference Class which contains the parameters of a MRHLP model.
ParamMRHLP-class	A Reference Class which contains the parameters of a MRHLP model.
ParamPWR	A Reference Class which contains the parameters of a PWR model.
ParamPWR-class	A Reference Class which contains the parameters of a PWR model.
ParamRHLP	A Reference Class which contains parameters of a RHLP model.
ParamRHLP-class	A Reference Class which contains parameters of a RHLP model.
samurais	SaMUraiS: StAtistical Models for the UnsupeRvised segmentAtIon of time-Series
selectHMMR	selectHMMR implements a model selection procedure to select an optimal HMMR model with unknown structure.
selectMHMMR	selectMHMMR implements a model selection procedure to select an optimal MHMMR model with unknown structure.
selectMRHLP	selecMRHLP implements a model selection procedure to select an optimal MRHLP model with unknown structure.
selectRHLP	selecRHLP implements a model selection procedure to select an optimal RHLP model with unknown structure.
StatHMMR	A Reference Class which contains statistics of a HMMR model.
StatHMMR-class	A Reference Class which contains statistics of a HMMR model.
StatMHMMR	A Reference Class which contains statistics of a MHMMR model.
StatMHMMR-class	A Reference Class which contains statistics of a MHMMR model.
StatMRHLP	A Reference Class which contains statistics of a MRHLP model.
StatMRHLP-class	A Reference Class which contains statistics of a MRHLP model.
StatPWR	A Reference Class which contains statistics of a PWR model.
StatPWR-class	A Reference Class which contains statistics of a PWR model.
StatRHLP	A Reference Class which contains statistics of a RHLP model.
StatRHLP-class	A Reference Class which contains statistics of a RHLP model.
univrealdataset	Time series representing the electrical power consumption during a railway switch operation
univtoydataset	A simulated non-stationary time series with regime changes.