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HSPOR
View on CRAN: Click
here
Download and install HSPOR package within the R console
Install from CRAN:
install.packages("HSPOR")
Install from Github:
library("remotes")
install_github("cran/HSPOR")
Install by package version:
library("remotes")
install_version("HSPOR", "1.1.9")
Attach the package and use:
library("HSPOR")
Maintained by
Florine Greciet
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-09-03
Latest Update: 2019-09-03
Description:
Several functions that allow by different methods to infer a piecewise polynomial regression model under regularity constraints, namely continuity or differentiability of the link function. The implemented functions are either specific to data with two regimes, or generic for any number of regimes, which can be given by the user or learned by the algorithm. A paper describing all these methods will be submitted soon. The reference will be added to this file as soon as available.
How to cite:
Florine Greciet (2019). HSPOR: Hidden Smooth Polynomial Regression for Rupture Detection. R package version 1.1.9, https://cran.r-project.org/web/packages/HSPOR. Accessed 21 Nov. 2024.
Previous versions and publish date:
No previous versions
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Other R packages that HSPOR depends,
imports, suggests or enhances
Complete documentation for HSPOR
Functions, R codes and Examples using
the HSPOR R package
Some associated functions: H2SPOR . H2SPOR_DynProg . HKSPOR . HKSPOR_DynProg .
Some associated R codes: EM_algorithm_2_SPOR.R . EM_algorithm_K_SPOR.R . EM_algorithm_many_constraints_2_SPOR_DynProg.R . EM_algorithm_one_constraint_2_SPOR_DynProg.R . Fixed_point_method_2_SPOR.R . Fixed_point_method_K_SPOR.R . Fixed_point_method_many_constraints_2_SPOR_DynProg.R . Fixed_point_method_one_constraint_2_SPOR_DynProg.R . Fixed_point_method_one_constraint_K_SPOR_DynProg.R . Fixed_point_method_two_constraints_K_SPOR_DynProg.R . Fixed_point_smoothing_method_one_constraint_K_SPOR_DynProg.R . Fixed_point_smoothing_method_two_constraints_K_SPOR_DynProg.R . H2SPOR.R . H2SPOR_DynProg.R . H2SPOR_DynProg_rec.R . HKSPOR.R . HKSPOR_DynProg.R . HKSPOR_DynProg_REC.R . Init_param.R . Jacobian_Matrix_2_SPOR.R . Jacobian_Matrix_K_SPOR.R . Jacobian_Matrix_many_constraints_2_SPOR_DynProg.R . Jacobian_Matrix_one_constraint_2_SPOR_DynProg.R . Jacobian_Matrix_one_constraint_K_SPOR_DynProg.R . Jacobian_Matrix_two_constraints_K_SPOR_DynProg.R . Maximum_likelihood_K_SPOR.R . Minus_Complete_log_likelihood.R . Observations_weigths.R . Optimization_2_SPOR.R . Optimization_K_SPOR.R . Optimization_many_constraints_2_SPOR_DynProg.R . Optimization_one_constraint_2_SPOR_DynProg.R . Parameters_estimation.R . Parameters_estimation_K_SPOR_DynProg.R . Regime_probability.R . Smoothing_Observations_weigths_K_SPOR.R . Smoothing_observations_weights_2_SPOR.R . Smoothing_observations_weigths_2_SPOR_DynProg.R . TimeT_estimation_K_SPOR.R . TimeT_grid_K_SPOR.R . Transform_vector_to_matrix.R . Trichotomic_algorithm_2_SPOR.R . Trichotomic_algorithm_many_constraints_2_SPOR_DynProg.R . Trichotomic_algorithm_one_constraint_2_SPOR_DynProg.R . Variance_estimation.R . Variance_estimation_K_SPOR_DynProg.R . Vector_solution.R . Vector_solution_many_constraints_2_SPOR_DynProg.R . Vector_solution_one_constraint_2_SPOR_DynProg.R . Vector_solution_one_constraint_K_SPOR_DynProg.R . Vector_solution_two_constraints_K_SPOR_DynProg.R . Full HSPOR package functions and examples
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