R: High-Dimensional Changepoint Detection

# High-Dimensional Changepoint Detection

## Documentation for package ‘HDCD’ version 1.0

- DESCRIPTION file.

## Help Pages

ARI | ARI
CUSUM | CUSUM transformation of a matrix
ESAC | Efficient Sparsity Adaptive Change-point estimator
ESAC_calibrate | Generates empirical penalty function gamma(t) for the ESAC algorithm using Monte Carlo simulation
ESAC_test | ESAC single change-point test
ESAC_test_calibrate | Generates empirical penalty function gamma(t) for single change-point testing using Monte Carlo simulation
hausdorff | Hausdorff distance between two sets
Inspect | Informative sparse projection for estimating change-points (Inspect)
Inspect_calibrate | Generates empirical detection threshold xi using Monte Carlo simulation
Inspect_test | Inspect single change-point test
Inspect_test_calibrate | Generates empirical detection threshold xi for single change-point testing using Monte Carlo simulation
Pilliat | Pilliat multiple change-point detection algorithm
Pilliat_calibrate | Generates detection thresholds for the Pilliat algorithm using Monte Carlo simulation
Pilliat_test | Pilliat single change-point test
Pilliat_test_calibrate | Generates detection thresholds for the Pilliat algorithm for testing for a single change-point using Monte Carlo simulation
rescale_variance | Re-scales each row of matrix by its MAD estimate
single_CUSUM | CUSUM transformation of matrix at a specific position
single_ESAC | Efficient Sparsity Adaptive Change-point estimator for a single change-point
single_Inspect | Inspect for single change-point estimation
single_SBS | Sparsified Binary Segmentation for single change-point estimation
single_SBS_calibrate | Generates threshold pi_T for Sparsified Binary Segmentation for single change-point detection