Change Point Detection for Multiple Aligned Independent Time Series


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Documentation for package ‘blockcpd’ version 1.0.0

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check_input Checks input from caller
compare_model Compare or evaluate model performance with respect to other model or ground truth
compute_dynseg Block segmentation using dynamical programming
compute_hausdorff Hausdorff distance metric
compute_hierseg Block segmentation using hierarchical algorithm
compute_jaccard Jaccard's Index metric
compute_rand Rand Index Function for change point detection
compute_symdiff Symmetric difference metric
confidence_plot Plot to check reported change-points
fit_blockcpd Fits a blockcpd model
plot.blockcpd Plot for blockcpd object
plot.frv Plot for graphical selection of the constant
rcpd Sampler for the CPD Block Model
select_frv Methodology to aid choosing regularization constant
toy_regularization Implements the regularization functions used in the estimation