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fChange

swMATH ID: 36575
Software Authors: Sonmez, O.; Aue, A.; Rice, G.
Description: R package fChange: 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.
Homepage: https://rdrr.io/cran/fChange/
Dependencies: R
Related Software: fda (R); Rainbow; ftsa; sugrrants; tsfknn; CRAN; LBFGS-B
Cited in: 2 Publications

Cited in 1 Field

2 Statistics (62-XX)

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