Changepoint Analysis using Censored Time Series Data

Documentation for package ‘cpcens’ version 0.1.0

AR1.data	Most recent changepoints
Bin_segAR	Most recent changepoints from dcbs method using censored AR timeseries.
Bin_segMA	Most recent changepoints from dcbs method using censored MA timeseries.
censoredex	Successive readings of a toxic substance in the Niagara River near Fort Erie, Ontario and then converting it into panel data.
ind	Most recent changepoint using ind method
indAR	Most recent changepoints from ind method using censored AR timeseries.
indMA	Most recent changepoints from ind method using censored MA timeseries.
MA1.data	Most recent changepoints
mrc.mean	Segmenting data generated from AR1.data/MA1.data using PELT funtion.
mrc.mean1	Segmenting data using PELT funtion.
multiple.mrc	Most recent changepoints from mrc method using censored AR/MA timeseries.
multiple.mrc1	Most recent changepoints from mrc method.
PELT	Most recent changepoints from AGG method.
PELT.ar	Most recent changepoints from AGG method using censored AR timeseries.
PELT.ma	Most recent changepoints from AGG method using censored MA timeseries.
PELT.MV	Most recent changepoints from MV method.
PELT.MVar	Most recent changepoints from MV method using censored AR timeseries.
PELT.MVma	Most recent changepoints from MV method using censored MA timeseries.
predar.mse	Mean Squared Error using censored data generated from AR model
predma.mse	Mean Squared Error using censored data generated from MA model
rcar	Simulate censored AR time series
rcarma	Simulate censored ARMA time series
rcma	Simulate censored MA time series