This function starts by overestimating the number of true change-points.
After that, following a CUSUM-based approach, it sorts the estimated change-points
in a way that the estimate, which is most-likely to be correct appears first, whereas
the least likely to be correct, appears last. The routine is typically not called
directly by the user; it is employed in
pcm_ic. For more information, see
A numeric vector containing the data in which you would like to find change-points.
A positive real number with default value equal to 0.9. It is
used to define the threshold. The change-points are estimated by thresholding
with threshold equal to
A positive integer with default value equal to 3. It defines the distance between two consecutive end- or start-points of the right- or left-expanding intervals, respectively.
The solution path for the case of piecewise-constant signals.
Andreas Anastasiou, firstname.lastname@example.org
Anastasiou, A. and Fryzlewicz, P. (2018). Detecting multiple generalized change-points by isolating single ones.
1 2 3
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.