yamamoto: Yamamoto

Description Usage Arguments Details Value References Examples

View source: R/yamamoto.R

Description

Compute Yamamoto Test for climate jumps in a serie.

Usage

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  yamamoto(serie, alpha = 0.1, n_period = 10)

Arguments

serie

numeric vector where the breakpoint is looked for

n_period

an integer specifying the length of the window to use, can not bet odd

alpha

numeric, p value to use

Details

yamamoto compute the Yamamoto Test.

Value

yamamoto returns a list with the breakpoints indexes and the amount

breaks

vector of indexes where the breakpoint is found

n

Amount of breakpoints

References

Yamamoto, R., Iwashima, T., Kazadi, S. N., & Hoshiai, M. (1985). Climatic jump: a hypothesis in climate diagnosis. Journal of the Meteorological Society of Japan. Ser. II, 63(6), 1157-1160.

Examples

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

  # Look for break using yamamoto()
  break_prosition <- yamamoto(serie = x)

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

BreakPoints documentation built on July 1, 2020, 6:02 p.m.