Fast Projection Direction for Multivariate Changepoint Detection
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Documentation for package ‘BayesProject’ version 1.0
Help Pages
| bayes | Cpp implementation of the Bayesian projection algorithm to detect single multivariate changepoints. |
| summaxcusum | Cpp implementation of sum-cusum and max-cusum for single changepoint detection. |
| testdata | Simulated test data. |
| wildBinSeg | Wild Binary Segmentation Wrapper for the functions "bayes" and "summaxcusum". |