Define package functionality

lorenzha commented 5 years ago

No that we implement a lot of different stuff we should take a moment and see what is really essential for someone else to use this package and remove the rest in the published version. I see the following functionality:

Uni-/Multivariate (and hence high-dimensional) and regression data should be handled
User defined loss functions for all kinds of data possible (with possible updates)
Glasso (package) based loss functions already implemented
Cross-Validation over delta and one loss function specific param (e.g. Lambda)
Section search (with variance) and line search
Handling of missing values
optional: Separate covariance estimation, as proposed by Solt?
optional: Some more diagnostics / graphics capabilities -> visualize changepoints somehow?

Anything to add?

MalteLond commented 5 years ago

examples

MalteLond commented 5 years ago

we should generally discuss CRAN publishing requirements

lorenzha / hdcd

Define package functionality #43