R: High-Dimensional Changepoint Estimation via Sparse Projection

# High-Dimensional Changepoint Estimation via Sparse Projection

## Documentation for package ‘InspectChangepoint’ version 1.2

- DESCRIPTION file

## Help Pages

compute.threshold | Computing threshold used in 'inspect'
cusum.transform | CUSUM transformation
cusum.transform.missing | MissCUSUM transformation of a matrix with missing entries
cusum.univariate.missing | MissCUSUM transformation of a single vector with missing entries
inspect | Informative sparse projection for estimation of changepoints (inspect)
locate.change | Single changepoint estimation
locate.change.missing | Single changepoint estimation with missing data
multi.change | Generating a 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 | Plot function for 'inspect' class objects
print.inspect | Print function for 'inspect' class objects
printPercentage | Print percentage
random.UnitVector | Generate a random unit vectors in R^n
rescale.variance | Noise standardisation for multivariate time series.
single.change | Generating high-dimensional time series with exactly one change in the mean structure
sparse.svd | Computing the sparse leading left singular vector of a matrix
sparse.svd.missing | Computing the sparse leading left singular vector of a matrix with missing entries
summary.inspect | Summary function for 'inspect' class objects
vector.clip | Clipping a vector from above and below
vector.norm | Norm of a vector
vector.normalise | Normalise a vector
vector.soft.thresh | Soft thresholding a vector