High-Dimensional Changepoint Estimation via Sparse Projection

Documentation for package ‘InspectChangepoint’ version 1.0.1

InspectChangepoint-package	High-Dimensional Changepoint Estimation via Sparse Projection
compute.threshold	Computing threshold used in 'inspect'
cusum.transform	CUSUM transformation
inspect	Informative sparse projection for estimation of changepoints (inspect)
InspectChangepoint	High-Dimensional Changepoint Estimation via Sparse Projection
locate.change	Single changepoint estimation
multi.change	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	Informative sparse projection for estimation of changepoints (inspect)
print.inspect	Informative sparse projection for estimation of changepoints (inspect)
rescale.variance	Noise standardisation for multivariate time series.
single.change	High-dimensional time series with exactly one change in the mean structure
sparse.svd	Sparse left leading singular vector
summary.inspect	Informative sparse projection for estimation of changepoints (inspect)
vector.norm	Vector norms and entrywise matrix norms
vector.soft.thresh	Soft thresholding operation