R: Functional Change Point Detection and Analysis

# Functional Change Point Detection and Analysis

## Documentation for package ‘fChange’ version 2.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

acf | ACF/PACF Functions
acf.default | ACF/PACF Functions
acf.dfts | ACF/PACF Functions
adaptive_bandwidth | Adaptive_bandwidth
as.dfts | dfts Objects
autocorrelation | Estimate the autocorrelation function of the series
autocovariance | Estimate the autocovariance function of the series
average | Average Functions for dfts Objects
bartlett_kernel | Kernel Functions
cancer | Breast Cancer
center | Generic Centering of Data
center.data.frame | Generic Centering of Data
center.default | Generic Centering of Data
center.dfts | Generic Centering of Data
center.matrix | Generic Centering of Data
cidr | Compute (Overnight) Cumulative Intraday Returns
confidence_interval | Change Point Confidence Intervals
cumsum.dfts | Group Generic Functions
daniell_kernel | Kernel Functions
dfts | dfts Objects
dfts_group | Group Generic Functions
diff.dfts | Difference dfts
dim.dfts | Dimension of dfts Object
electricity | Spanish Spot Electricity Data
extract | Extract or Replace parts of dfts object
fchange | Change Point Detection
flat_top_kernel | Kernel Functions
generate_brownian_bridge | Generate a Brownian Bridge Process
generate_brownian_motion | Generate a Brownian Motion Process
generate_data | Generate Functional Data
generate_far1 | Generate FAR(1) Data
generate_karhunen_loeve | Generate functional data
generate_ornstein_uhlenbeck | Generate Data via Ornstein-Uhlenbeck Process
impute | Functional Imputation
is.dfts | dfts Objects
kernels | Kernel Functions
kpss_test | Functional KPSS Test
lag.dfts | Lag dfts objects
long_run_covariance | Estimate Long-run Covariance Kernel
Math.dfts | Group Generic Functions
max.dfts | Max / Min for dfts Objects
mean.dfts | Average Functions for dfts Objects
median.dfts | Average Functions for dfts Objects
min.dfts | Max / Min for dfts Objects
minmax | Max / Min for dfts Objects
ocidr | Compute (Overnight) Cumulative Intraday Returns
Ops.dfts | Group Generic Functions
pacf | ACF/PACF Functions
pacf.default | ACF/PACF Functions
pacf.dfts | ACF/PACF Functions
parzen_kernel | Kernel Functions
pca | Generic Function for Principal Component Analysis
pca.default | Generic Function for Principal Component Analysis
pca.dfts | Generic Function for Principal Component Analysis
pca_components | Functional PCA Components
pca_examination | Principal Component Exploration
plot.dfts | Plot dfts objects
portmanteau_tests | Functional Hypothesis Tests for Functional Data
print.dfts | Print dfts objects
projection_model | Projection-based functional data model
qqplot | QQ Plot Generic Function
qqplot.default | QQ Plot Generic Function
qqplot.dfts | QQ Plot Generic Function
quadratic_spectral_kernel | Kernel Functions
quantile.dfts | Quantile dfts
rates | US Yield Curves
sacf | Functional Spherical Autocorrelation Function
sd | Generic Function for Variance and Standard Deviation Computation
sd.default | Generic Function for Variance and Standard Deviation Computation
sd.dfts | Generic Function for Variance and Standard Deviation Computation
sdvar | Generic Function for Variance and Standard Deviation Computation
space_measuring_functions | Compute Spacing Measuring Functions
SPYUS500 | S&P 500 Index Data
stationarity_test | Functional Stationarity Test
stat_3D | Draw 3D Geoms for ggplot2
summary.dfts | Summary for dfts Object
temperature | Australian Temperature Data
truncated_kernel | Kernel Functions
tukey_hanning_kernel | Kernel Functions
var | Generic Function for Variance and Standard Deviation Computation
var.default | Generic Function for Variance and Standard Deviation Computation
var.dfts | Generic Function for Variance and Standard Deviation Computation
[.dfts | Extract or Replace parts of dfts object
[<-.dfts | Extract or Replace parts of dfts object