Define package functionality

[lorenzha]

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]

examples

[MalteLond]

we should generally discuss CRAN publishing requirements