Changepoint Analysis for Multivariate Time Series

Documentation for package ‘changepoint.mv’ version 1.0.2

costs	Uses the changepoint locations to determine the penalised cost of the segmented data.
costs-method	Uses the changepoint locations to determine the penalised cost of the segmented data.
cpts.mr	Most recent changepoint locations.
cpts.mr-method	Most recent changepoint locations.
cpts.mv	Multivariate changepoint locations.
cpts.mv-method	Multivariate changepoint locations.
cpts.uv	Univariate changepoint locations.
cpts.uv-method	Univariate changepoint locations.
data(mrcexample)	Summary
data.set	Recovers the data from the results of a changepoint analysis.
data.set-method	Recovers the data from the results of a changepoint analysis.
library(changepoint.mv)	Summary
MDL	Calculates the Minimum Description Length.
MDL-method	Calculates the Minimum Description Length.
mrc	Most Recent Changepoints.
mrcexample	Simulated data.
plot	Visualisation of data and changepoint locations.
plot-method	Visualisation of data and changepoint locations.
res<-spot(mrcexample)	Summary
show	Displays S4 objects produced by changepoint.mv methods
show-method	Displays S4 objects produced by changepoint.mv methods
summary	Summary
summary(res)	Summary
summary-method	Summary