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R package fChange:

Ozan Sonmez

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Version

Install

install.packages('fChange')

Monthly Downloads

117

Version

0.2.1

License

MIT + file LICENSE

Maintainer

Ozan Sonmez

Last Published

February 24th, 2019

Functions in fChange (0.2.1)

change_FF

Change Point Analysis Of Functional Data Without Dimension Reduction (Fully Functional)
change_fPCA

Change Point Analysis Of Functional Data Via Dimension Reduction
fun_IID

Simulate Independent Functional Data
LongRun

Long Run Covariance Operator Estimation for Functional Time Series
LongRunCovMatrix

Long Run Covariance Matrix Estimation for Multivariate Time Series
opt_bandwidth

Optimal Bandwidth Selection for the Long Run Covariance Estimation
fun_MA

Simulate Functional Moving Average Process
exclude

Exclude function
fun_AR

Simulate Functional Auto-Regressive Process
partial_cov

Partial Sample Estimates of the Covariance Function in Functional Data Analysis
pick_dim

Number Of Principal Component Selection Based On Variation
Argmax

Exact quantile calcuations for Confidence inervals
trace_change

Testing changes in the trace of the covariance operator in functional data
Stock

Intra-Day Stock Price Data Sets
center_data

Center Functional Data With Change
eval_component

Detecting Changes in the Eigenvalues of the Covariance Operator of the Functional Data
Australian_Temp

Australian Climate Data
fun_heavy_tailed

Simulate Heavy Tailed Independent Functional Data
insert_change

Insert A Change In the Mean Function Of Functional Data
eval_joint

Detecting Changes Jointly in the Eigenvalues of the Covariance Operator of the Functional Data
Conf_int

Confidence Intervals For Change Point Estimator
Cov_test

Testing the Equality of Covariance Operators in Functional Samples