Change Point Analysis in Functional Data

Change point estimation and detection methods for functional data are implemented using dimension reduction via functional principal component analysis and a fully-functional (norm-based) method. Detecting and dating structural breaks for both dependent and independent functional samples is illustrated along with some basic functional data generating processes.


Ozan Sonmez

News

R package fChange: News

Ozan Sonmez

  • Fixed code bugs in insert_change function
  • added functions for structural breaks in the covariance operator of functional data

Reference manual

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install.packages("fChange")

0.2.1 by Ozan Sonmez, a year ago


Browse source code at https://github.com/cran/fChange


Authors: Ozan Sonmez , Alexander Aue , Gregory Rice


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports fda, sde, stats, sandwich, reshape2, lattice


See at CRAN