Change-Point Estimation for Expensive and High-Dimensional Models

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Documentation for package ‘changepointsHD’ version 0.3.3

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changepointsHD-package Change-Point Estimation for Expensive and High-Dimensional Models
bbmod_method Wrapper method for black-box estimation.
bbmod_method-method Wrapper method for black-box estimation.
binary_segmentation Multiple change-point method.
binary_segmentation-method Multiple change-point method.
brute_force Single change-point brute force method.
brute_force-method Single change-point brute force method.
changepointsHD Change-Point Estimation for Expensive and High-Dimensional Models
changepointsMod An S4 class corresponding to the change-point model.
changepointsMod-class An S4 class corresponding to the change-point model.
log_likelihood_method Wrapper method for log-likelihood estimation.
log_likelihood_method-method Wrapper method for log-likelihood estimation.
prox_gradient_ll Proxmal-gradient log-likelihood estimator.
prox_gradient_mapping Proximal-gradient mapping method.
rank_one Rank one update single change-point estimation.
simulated_annealing Single change-point simulated annealing method
simulated_annealing-method Single change-point simulated annealing method