changepoint.geo

swMATH35838CRANchangepoint.geoMaRDI QIDQ51540

Geometrically Inspired Multivariate Changepoint Detection

Thomas Grundy

Last update: 23 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1, 1.0.2

Source code repository: https://github.com/cran/changepoint.geo

Description

Implements the high-dimensional changepoint detection method GeomCP and the related mappings used for changepoint detection. These methods view the changepoint problem from a geometrical viewpoint and aim to extract relevant geometrical features in order to detect changepoints. The geomcp() function should be your first point of call. References: Grundy et al. (2020) <doi:10.1007/s11222-020-09940-y>.

Cites work

• High-dimensional changepoint detection via a geometrically inspired mapping

Related Items (1)

BayesProject: fast computation of a projection direction for multivariate changepoint detection

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