gSeg (version 1.0)

Graph-Based Change-Point Detection (g-Segmentation)

Description

Using an approach based on similarity graph to estimate change-point(s) and the corresponding p-values. Can be applied to any type of data (high-dimensional, non-Euclidean, etc.) as long as a reasonable similarity measure is available.

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Version

Install

install.packages('gSeg')

Monthly Downloads

226

Version

1.0

License

GPL (>= 2)

Maintainer

Hao Chen

Last Published

September 24th, 2020

Functions in gSeg (1.0)

gSeg

Graph-Based Change-Point Detection

An edge matrix representing a similarity graph

gseg2_discrete

Graph-Based Change-Point Detection for Changed Interval for Data with Repeated Observations

An edge matrix representing a similiarity graph

gseg2

Graph-Based Change-Point Detection for Changed Interval

An edge matrix representing a similiarity graph

gseg1

Graph-Based Change-Point Detection for Single Change-Point

gseg1_discrete

Graph-Based Change-Point Detection for Single Change-Point for Data with Repeated Observations

The Number of Observations in the Sequence

nnl

Construct the Nearest Neighbor Link (NNL)