Change Point Analysis in Functional Data

Documentation for package ‘fChange’ version 0.2.1

Australian_Temp	Australian Climate Data
center_data	Center Functional Data With Change
change_FF	Change Point Analysis Of Functional Data Without Dimension Reduction (Fully Functional)
change_fPCA	Change Point Analysis Of Functional Data Via Dimension Reduction
Conf_int	Confidence Intervals For Change Point Estimator
Cov_test	Testing the Equality of Covariance Operators in Functional Samples
eval_component	Detecting Changes in the Eigenvalues of the Covariance Operator of the Functional Data
eval_joint	Detecting Changes Jointly in the Eigenvalues of the Covariance Operator of the Functional Data
fun_AR	Simulate Functional Auto-Regressive Process
fun_heavy_tailed	Simulate Heavy Tailed Independent Functional Data
fun_IID	Simulate Independent Functional Data
fun_MA	Simulate Functional Moving Average Process
insert_change	Insert A Change In the Mean Function Of Functional Data
LongRun	Long Run Covariance Operator Estimation for Functional Time Series
LongRunCovMatrix	Long Run Covariance Matrix Estimation for Multivariate Time Series
opt_bandwidth	Optimal Bandwidth Selection for the Long Run Covariance Estimation
partial_cov	Partial Sample Estimates of the Covariance Function in Functional Data Analysis
pick_dim	Number Of Principal Component Selection Based On Variation
Stock	Intra-Day Stock Price Data Sets
trace_change	Testing changes in the trace of the covariance operator in functional data