N_break_point: N_break_point
In BreakPoints: Identify Breakpoints in Series of Data

Description Usage Arguments Details Value References Examples

View source: R/N_break_point.R

Look for several breakpoints

  N_break_point(serie, n_max = 1, n_period=10,
                          seed=FALSE, auto_select = FALSE,
                          alpha = NULL,method='SNHT',dstr='norm',
                          seed_set = 9658, change_random_seed = TRUE,
                          seed_method = 6842)

`serie`	numeric vector where the breakpoint is looked for
`n_max`	integer up to how many breakpoint should be test
`n_period`	an integer specifying the minimal length of a complete period to consider
`seed`	if FALSE (default) the first breakpoints to inicialize the iteration are calculated by splitting the serie in equal separated parts. If seed is given must be a list() of length n_max where it is specified the first breakpoints to take for each iteration.
`method`	which method should be used for breakpoint detection, supported: 'student', 'mann-whitney','SNHT' (default),'buishand' and 'pettit'
`dstr`	character specifying which distribution should be used for test simulations, only used if method is SNHT or buishand. Posible distributions 'norm' (default, normal dist), 'gamma', and 'self' (bootstrap)
`auto_select`	logical, should an automatic selection of how many breakpoints are be made, default FALSE
`alpha`	numeric, critical p value to use for auto_select
`seed_set`	Either a number to used to set a seed or NULL to set no seed inside the function
`change_random_seed`	Logical, can the .Random.seed change inside the function, or must remain the same after applying the function
`seed_method`	Either a number to used to set seed inside SNHT or buishand methods or NULL to set no seed

Compute homogeneity test for all possible breaks in the serie considering several breakpoints. NA values are allow. In order to guarantee same result for the same input seed_set and seed_method (if method in SNHT or buishand) must be given.

N_break_point returns a list with the breakpoints index, it's p value and how many breakpoints are. If auto_select = F, a list with one list as specify for each n breakpoint tried

breaks: index where the breakpoints are found
p.value: p value of the test
n: how many breakpoints are looked for

Hurtado, S. I., Zaninelli, P. G., & Agosta, E. A. (2020). A multi-breakpoint methodology to detect changes in climatic time series. An application to wet season precipitation in subtropical Argentina. Atmospheric Research, 104955.

  # Make a serie with three jumps, same as yamamoto example
  set.seed(524)
  x <- c(rnorm(30,1,1),rnorm(30,2,1),rnorm(30,1,1),rnorm(20,2,1))

  # Look up to 5 breaks using pettit
  break_prosition <- N_break_point(serie=x, n_max = 5, method='pettit',
                                    auto_select=TRUE,alpha=0.1)

  plot(x)
  abline(v = break_prosition$breaks, col='red')