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.

Documentation

Manual: fChange.pdf
Vignette: None available.

Maintainer: Ozan Sonmez <osonmez at ucdavis.edu>

Author(s): Ozan Sonmez, Alexander Aue, Gregory Rice

Install package and any missing dependencies by running this line in your R console:

install.packages("fChange")

Depends R (>= 2.10)
Imports fda, sde, stats, sandwich, reshape2, lattice
Suggests knitr
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Package fChange
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Version 0.1.0
Published 2017-07-29
License MIT + file LICENSE
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NeedsCompilation no
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Package source fChange_0.1.0.tar.gz