Isolate-Detect Method for Multiple Change-Point Detection

Documentation for package ‘IDetect’ version 0.1.1

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IDetect-package	IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology
cpt_ic_pcm	Multiple change-point detection in the mean via minimising an information criterion
cpt_ic_plm	Multiple change-point detection in the slope of a continuous piecewise-linear mean signal via minimising an information criterion
cumsum_lin	Calculate the contrast function that is used in continuous piecewise-linear mean signals
cusum_function	Calculate the CUMSUM statistic
cusum_one	Calculate the CUMSUM statistic at specific values
est_signal	Estimate the signal
ht_ID_pcm	Apply the Isolate-Detect methodology for multiple change-point detection in the mean of a vector with non Gaussian noise
ht_ID_plm	Apply the Isolate-Detect methodology for multiple change-point detection in the slope of a vector with non Gaussian noise
ID	Multiple change-point detection in the mean or the slope of a vector using the Isolate-Detect methodology
IDetect	IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology
ID_pcm	Multiple change-point detection in the mean of a vector using the Isolate-Detect method
ID_plm	Multiple change-point detection in the slope of a vector using the Isolate-Detect method
linear_contr_one	Calculate the contrast function for the continuous piecewise-linear mean case at specific values
log_lik_slope	Calculate the log-likelihood in the case of a continuous piecewise-linear mean signal
normalise	Transform the noise to be closer to the Gaussian distribution
pcm_th	Multiple change-point detection in the mean via thresholding
plm_th	Multiple change-point detection in the slope of a piecewise-linear mean signal via thresholding
resid	Calculate the residuals related to the estimated signal
sic_pen	Schwarz Information Criterion penalty
sol_path_pcm	The solution path for the case of piecewise-constant mean signals
sol_path_plm	The solution path for the case of continuous piecewise-linear mean signals
ssic_pen	Strengthened Schwarz Information Criterion penalty
s_e_points	Derives a subset of integers from a given set
wind_pcm_th	A window-based approach for multiple change-point detection in the mean via thresholding
wind_plm_th	A window-based approach for multiple change-point detection in the slope of a picewise-linear mean signal via thresholding