High-Dimensional Changepoint Estimation via Sparse Projection

Documentation for package ‘InspectChangepoint’ version 1.2

compute.threshold	Computing threshold used in 'inspect'
cusum.transform	CUSUM transformation
cusum.transform.missing	MissCUSUM transformation of a matrix with missing entries
cusum.univariate.missing	MissCUSUM transformation of a single vector with missing entries
inspect	Informative sparse projection for estimation of changepoints (inspect)
locate.change	Single changepoint estimation
locate.change.missing	Single changepoint estimation with missing data
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
print.inspect	Print function for 'inspect' class objects
printPercentage	Print percentage
random.UnitVector	Generate a random unit vectors in R^n
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
sparse.svd.missing	Computing the sparse leading left singular vector of a matrix with missing entries
summary.inspect	Summary function for 'inspect' class objects
vector.clip	Clipping a vector from above and below
vector.norm	Norm of a vector
vector.normalise	Normalise a vector
vector.soft.thresh	Soft thresholding a vector