Pi-Change: Change Point Detection with Prior-Informed Penalties


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Documentation for package ‘PiChange’ version 0.0.6

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PiChange-package Pi-Change: Change point detection with prior-informed penalties
build_prior_location Build prior weights using non-overlapping center windows
changepoints Extract PI-Change change points
changepoints.pi_change_fit Extract PI-Change change points
construct_penalty Construct a PI-Change penalty specification
google_mobility_workplaces Google workplace mobility summaries
PiChange Pi-Change: Change point detection with prior-informed penalties
pi_change Detect change points with a prior-informed penalty
pi_concat Evaluate concatenated Gaussian prior weights
plot.pi_change_fit Plot a PI-Change fit
rzag Simulate zero-adjusted gamma observations
summary.pi_change_fit Summarize a PI-Change fit
wti_oil WTI Cushing spot oil prices