An R package for changepoint analysis

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Documentation for package ‘changepoint’ version 0.6

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B C D F H L M N P S

changepoint-package Contains funcions that run various single and multiple changepoint methods

-- B --

binseg.mean.cusum Multiple Changes in Mean using Binary Segmentation method - Cumulative Sums
binseg.mean.norm Multiple Changes in Mean using Binary Segmentation method - Normal Data
binseg.meanvar.exp Multiple Changes in Mean and Variance using Binary Segmentation method - Exponential Data
binseg.meanvar.gamma Multiple Changes in Mean and Variance using Binary Segmentation method - Gamma Data (i.e. change in scale parameter)
binseg.meanvar.norm Multiple Changes in Mean and Variance using Binary Segmentation method - Normal Data
binseg.var.css Multiple Changes in Variance using Binary Segmentation method - Cumulative Sums of Squares
binseg.var.norm Multiple Changes in Variance using Binary Segmentation method - Normal Data

-- C --

changepoint Contains funcions that run various single and multiple changepoint methods
cpt-class Class "cpt"
cpt-method,cpts Class "cpt"
cpt-method,cpts<- Class "cpt"
cpt-method,cpttype Class "cpt"
cpt-method,cpttype<- Class "cpt"
cpt-method,data.set Class "cpt"
cpt-method,data.set<- Class "cpt"
cpt-method,distribution Class "cpt"
cpt-method,distribution<- Class "cpt"
cpt-method,likelihood Class "cpt"
cpt-method,method Class "cpt"
cpt-method,method<- Class "cpt"
cpt-method,ncpts.max Class "cpt"
cpt-method,ncpts.max<- Class "cpt"
cpt-method,param Class "cpt"
cpt-method,param.est Class "cpt"
cpt-method,param.est<- Class "cpt"
cpt-method,pen.type Class "cpt"
cpt-method,pen.type<- Class "cpt"
cpt-method,pen.value Class "cpt"
cpt-method,pen.value<- Class "cpt"
cpt-method,plot Class "cpt"
cpt-method,print Class "cpt"
cpt-method,summary Class "cpt"
cpt.mean Identifying Changes in Mean
cpt.meanvar Identifying Changes in Mean and Variance
cpt.reg-class Class "cpt.reg"
cpt.reg-method,cpts Class "cpt.reg"
cpt.reg-method,cpts<- Class "cpt.reg"
cpt.reg-method,cpttype Class "cpt.reg"
cpt.reg-method,cpttype<- Class "cpt.reg"
cpt.reg-method,data.set Class "cpt.reg"
cpt.reg-method,data.set<- Class "cpt.reg"
cpt.reg-method,distribution Class "cpt.reg"
cpt.reg-method,distribution<- Class "cpt.reg"
cpt.reg-method,method Class "cpt.reg"
cpt.reg-method,method<- Class "cpt.reg"
cpt.reg-method,ncpts.max Class "cpt.reg"
cpt.reg-method,ncpts.max<- Class "cpt.reg"
cpt.reg-method,param Class "cpt.reg"
cpt.reg-method,param.est Class "cpt.reg"
cpt.reg-method,param.est<- Class "cpt.reg"
cpt.reg-method,pen.type Class "cpt.reg"
cpt.reg-method,pen.type<- Class "cpt.reg"
cpt.reg-method,pen.value Class "cpt.reg"
cpt.reg-method,pen.value<- Class "cpt.reg"
cpt.reg-method,print Class "cpt.reg"
cpt.reg-method,summary Class "cpt.reg"
cpt.var Identifying Changes in Variance
cpts Generic Function - cpts
cpts-method ~~ Methods for Function cpts ~~
cpts-methods ~~ Methods for Function cpts ~~
cpts<- Generic Function - cpts<-
cpts<--method ~~ Methods for Function cpts<- ~~
cpts<--methods ~~ Methods for Function cpts<- ~~
cpttype Generic Function - cpttype
cpttype-method ~~ Methods for Function cpttype ~~
cpttype-methods ~~ Methods for Function cpttype ~~
cpttype<- Generic Function - cpttype<-
cpttype<--method ~~ Methods for Function cpttype<- ~~
cpttype<--methods ~~ Methods for Function cpttype<- ~~

-- D --

data.set Generic Function - data.set
data.set-method ~~ Methods for Function data.set ~~
data.set-methods ~~ Methods for Function data.set ~~
data.set<- Generic Function - data.set<-
data.set<--method ~~ Methods for Function data.set<- ~~
data.set<--methods ~~ Methods for Function data.set<- ~~
decision Likelihood Ratio Decision Function
distribution Generic Function - distribution
distribution-method ~~ Methods for Function distribution ~~
distribution-methods ~~ Methods for Function distribution ~~
distribution<- Generic Function - distribution<-
distribution<--method ~~ Methods for Function distribution<- ~~
distribution<--methods ~~ Methods for Function distribution<- ~~

-- F --

ftse100 FTSE 100 Daily Returns: 2nd April 1984 - 11th March 2011

-- H --

HC1 G+C Content in Human Chromosome 1

-- L --

likelihood Generic Function - likelihood
likelihood-method ~~ Methods for Function likelihood ~~
likelihood-methods ~~ Methods for Function likelihood ~~

-- M --

method Generic Function - method
method-method ~~ Methods for Function method ~~
method-methods ~~ Methods for Function method ~~
method<- Generic Function - method<-
method<--method ~~ Methods for Function method<- ~~
method<--methods ~~ Methods for Function method<- ~~
multiple.mean.cusum Multiple Changes in Mean - Cumulative Sums
multiple.mean.norm Multiple Changes in Mean - Normal Data
multiple.meanvar.exp Multiple Changes in Mean and Variance - Exponential Data
multiple.meanvar.gamma Multiple Changes in Mean and Variance - Gamma Data (i.e. change in scale parameter)
multiple.meanvar.norm Multiple Changes in Mean and Variance - Normal Data
multiple.var.css Multiple Changes in Variance - Cumulative Sums of Squares
multiple.var.norm Multiple Changes in Variance - Normal Data

-- N --

ncpts Generic Function - ncpts
ncpts-method ~~ Methods for Function ncpts ~~
ncpts-methods ~~ Methods for Function ncpts ~~
ncpts.max Generic Function - ncpts.max
ncpts.max-method ~~ Methods for Function ncpts.max ~~
ncpts.max-methods ~~ Methods for Function ncpts.max ~~
ncpts.max<- Generic Function - ncpts.max<-
ncpts.max<--method ~~ Methods for Function ncpts.max<- ~~
ncpts.max<--methods ~~ Methods for Function ncpts.max<- ~~

-- P --

param Generic Function - param
param-method ~~ Methods for Function param ~~
param-methods ~~ Methods for Function param ~~
param.est Generic Function - param.est
param.est-method ~~ Methods for Function param.est ~~
param.est-methods ~~ Methods for Function param.est ~~
param.est<- Generic Function - param.est<-
param.est<--method ~~ Methods for Function param.est<- ~~
param.est<--methods ~~ Methods for Function param.est<- ~~
PELT.mean.norm Multiple Changes in Mean using PELT pruned method - Normal Data
PELT.meanvar.exp Multiple Changes in Mean and Variance using PELT pruned method - Exponential Data
PELT.meanvar.gamma Multiple Changes in Mean and Variance using PELT pruned method - Gamma Data (i.e. change in scale parameter)
PELT.meanvar.norm Multiple Changes in Mean and Variance using PELT pruned method - Normal Data
PELT.var.norm Multiple Changes in Variance using PELT pruned method - Normal Data
pen.type Generic Function - pen.type
pen.type-method ~~ Methods for Function pen.type ~~
pen.type-methods ~~ Methods for Function pen.type ~~
pen.type<- Generic Function - pen.type<-
pen.type<--method ~~ Methods for Function pen.type<- ~~
pen.type<--methods ~~ Methods for Function pen.type<- ~~
pen.value Generic Function - pen.value
pen.value-method ~~ Methods for Function pen.value ~~
pen.value-methods ~~ Methods for Function pen.value ~~
pen.value<- Generic Function - pen.value<-
pen.value<--method ~~ Methods for Function pen.value<- ~~
pen.value<--methods ~~ Methods for Function pen.value<- ~~
plot-method ~~ Methods for Function plot in Package 'graphics' ~~
plot-methods ~~ Methods for Function plot in Package 'graphics' ~~
print-method ~~ Methods for Function print in Package 'base' ~~
print-methods ~~ Methods for Function print in Package 'base' ~~

-- S --

segneigh.mean.cusum Multiple Changes in Mean using Segment Neighbourhood method - Cumulative Sums
segneigh.mean.norm Multiple Changes in Mean using Segment Neighbourhood method - Normal Data
segneigh.meanvar.exp Multiple Changes in Mean and Variance using Segment Neighbourhood method - Exponential Data
segneigh.meanvar.gamma Multiple Changes in Mean and Variance using Segment Neighbourhood method - Gamma Data (i.e. change in scale parameter)
segneigh.meanvar.norm Multiple Changes in Mean and Variance using Segment Neighbourhood method - Normal Data
segneigh.var.css Multiple Changes in Variance using Segment Neighbourhood method - Cumulative Sums of Squares
segneigh.var.norm Multiple Changes in Variance using Segment Neighbourhood method - Normal Data
single.mean.cusum Single Change in Mean - Cumulative Sums
single.mean.cusum.calc Single Change in Mean - Cumulative Sums
single.mean.norm Single Change in Mean - Normal Data
single.mean.norm.calc Single Change in Mean - Normal Data
single.meanvar.exp Single Change in Mean and Variance - Exponential Data
single.meanvar.exp.calc Single Change in Mean and Variance - Exponential Data
single.meanvar.gamma Single Change in Mean and Variance - Gamma Data (i.e. change in scale parameter)
single.meanvar.gamma.calc Single Change in Mean and Variance - Gamma Data (i.e. change in scale parameter)
single.meanvar.norm Single Change in Mean and Variance - Normal Data
single.meanvar.norm.calc Single Change in Mean and Variance - Normal Data
single.var.css Single Change in Variance - Cumulative Sums of Squares
single.var.css.calc Single Change in Variance - Cumulative Sums of Squares
single.var.norm Single Change in Variance - Normal Data
single.var.norm.calc Single Change in Variance - Normal Data
summary-method ~~ Methods for Function summary in Package 'base' ~~
summary-methods ~~ Methods for Function summary in Package 'base' ~~