find_changepoints: find_changepoints

Description Usage Arguments Value References

View source: R/find_changepoints.R

Description

Returns the position of changepoints in the sequence. NOTE: PyChest needs to be installed first by calling ‘install_PyChest’.

Usage

1
find_changepoints(sample, minimum_distance, process_count)

Arguments

sample

A vector of floats corresponding to the piecewise stationary sample where the retrospective changes are to be sought

minimum_distance

A real number between 0 and 1 corresponding to a lower-bound on the minimum normalized length of the stationary segments (as percentage of total sample length)

process_count

The different number of distinct stationary processes present.

Value

The list of changepoints in increasing size

References

\insertRef

khaleghi2014asymptoticallyRChest

\insertRef

khaleghi2012locatingRChest


RChest documentation built on Feb. 13, 2021, 5:06 p.m.