Change Point Analysis in Functional Data


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Documentation for package ‘fChange’ version 0.1.0

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Australian_Temp Australian Climate Data
center_data Center Functional Data With Change
change_FF Change Point Analysis Of Functional Data Without Dimension Reduction (Fully Functional)
change_fPCA Change Point Analysis Of Functional Data Via Dimension Reduction
Conf_int Confidence Intervals For Change Point Estimator
fun_AR Simulate Functional Auto-Regressive Process
fun_heavy_tailed Simulate Heavy Tailed Independent Functional Data
fun_IID Simulate Independent Functional Data
fun_MA Simulate Functional Moving Average Process
insert_change Insert A Change In the Mean Function Of Functional Data
LongRun Long Run Covariance Operator Estimation for Functional Time Series
opt_bandwidth Optimal Bandwidth Selection for the Long Run Covariance Estimation
pick_dim Number Of Principal Component Selection Based On Variation
Stock Intra-Day Stock Price Data Sets