list_estimator: list_estimator
In RChest: Locating Distributional Changes in Highly Dependent Time Series

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

1	list_estimator(sample, minimum_distance)

`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)

The list of changepoints in order of score

\insertRef

khaleghi2012locatingRChest

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