Smallest Valid Partitioning for Change-Point Detection

Documentation for package ‘svpChange’ version 0.2.0

svpChange-package	svpChange: Smallest Valid Partitioning for Change-Point Detection
AR1_rho	Robust AR(1) Autocorrelation Estimate
AR1_single_change	Single Mean Change Test for an AR(1) Process
OP	Optimal Partitioning Algorithm
PELT	Optimal Partitioning using PELT
smuce_cost	Constrained Gaussian cost for a SMUCE-valid segment
SN	Segment Neighborhood
SVP	Smallest Valid Partitioning with Incremental Validity Tests
svp0	Smallest Valid Partitioning with a User-Defined Validity Test
svpChange	svpChange: Smallest Valid Partitioning for Change-Point Detection
svp_smuce	SVP with SMUCE validity and constrained Gaussian cost
svp_smuce_cpp	C++ SVP with SMUCE validity and constrained Gaussian cost
ts_generator	ts_generator
valid_AR1	AR(1) Mean-Change Validity Test
valid_FOCUS	FOCuS Validity Test for Every Prefix
valid_FOCUS_last	FOCuS Validity Test for the Final Segment
valid_OP	Optimal Partitioning Cost Test
valid_QUANTILE	Validity Test Based on Interquantile Range
valid_RANGE	Validity Test Based on Range
valid_RANGE_SLACK	Validity Test Based on Trimmed Range
valid_SCALE	Validity Test Based on Robust Scale
valid_SSE	Validity Test Based on Sum of Squared Errors