High-Dimensional Changepoint Detection

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Documentation for package ‘HDCD’ version 1.1

• DESCRIPTION file.

Help Pages

ARI	ARI
CUSUM	CUSUM transformation of a matrix
ESAC	Efficient Sparsity Adaptive Change-point estimator
ESAC_calibrate	Generates empirical penalty function gamma(t) for the ESAC algorithm using Monte Carlo simulation
ESAC_test	ESAC single change-point test
ESAC_test_calibrate	Generates empirical penalty function gamma(t) for single change-point testing using Monte Carlo simulation
hausdorff	Hausdorff distance between two sets
Inspect	Informative sparse projection for estimating change-points (Inspect)
Inspect_calibrate	Generates empirical detection threshold xi using Monte Carlo simulation
Inspect_test	Inspect single change-point test
Inspect_test_calibrate	Generates empirical detection threshold xi for single change-point testing using Monte Carlo simulation
Pilliat	Pilliat multiple change-point detection algorithm
Pilliat_calibrate	Generates detection thresholds for the Pilliat algorithm using Monte Carlo simulation
Pilliat_test	Pilliat single change-point test
Pilliat_test_calibrate	Generates detection thresholds for the Pilliat algorithm for testing for a single change-point using Monte Carlo simulation
rescale_variance	Re-scales each row of matrix by its MAD estimate
single_CUSUM	CUSUM transformation of matrix at a specific position
single_ESAC	Efficient Sparsity Adaptive Change-point estimator for a single change-point
single_Inspect	Inspect for single change-point estimation
single_SBS	Sparsified Binary Segmentation for single change-point estimation
single_SBS_calibrate	Generates threshold pi_T for Sparsified Binary Segmentation for single change-point detection