High-Dimensional Changepoint Estimation via Sparse Projection

Documentation for package ‘InspectChangepoint’ version 1.1

compute.threshold	Computing threshold used in 'inspect'
cusum.transform	CUSUM transformation
inspect	Informative sparse projection for estimation of changepoints (inspect)
locate.change	Single changepoint estimation
multi.change	Generating a high-dimensional time series with multiple changepoints
PiS	Matrix projection onto the nuclear norm unit sphere
PiW	Projection onto the standard simplex
plot.hdchangeseq	Plot function for 'hdchangeseq' class
plot.inspect	Plot function for 'inspect' class objects
power.method	Power method for finding the leading eigenvector of a symmetric matrix
print.inspect	Print function for 'inspect' class objects
rescale.variance	Noise standardisation for multivariate time series.
single.change	Generating high-dimensional time series with exactly one change in the mean structure
sparse.svd	Computing the sparse leading left singular vector of a matrix
summary.inspect	Summary function for 'inspect' class objects
vector.norm	Norm of a vector
vector.soft.thresh	Soft thresholding a vector