Description Usage Arguments Value Author(s) See Also Examples
Finds the single best change point according to the
likelihood function. Used internally within
WindowSweep
.
1  GetBestBreak(x, t, range = 0.6, ...)

x 
vector of time series values. 
t 
vector of times of measurements associated with x. 
range 
tange of possible breaks. Default (0.6) runs approximately from 1/5th to 4/5ths of the total length of the time series. 
... 
additional parameters to pass to

returns a single row (vector) with elements:
breaks
,tbreaks
,mu1
,sigma1
,rho1
,LL1
,mu2
,sigma2
,rho2
,LL2
,LL
.
The breakpoint is calculated for a range of possible values
of width range*l
(where l
is the length of
the time series). The output of this function feeds
WindowSweep
.
Eliezer Gurarie
WindowSweep
which uses it, and
GetDoubleL
for the likelihood estimation.
1 2 3 4 5 6 
Loading required package: Rcpp
Loading required package: plyr
bb.index bb.time mu1 s1 rho.hat LL
19.0000000 19.0000000 9.6188580 1.2285724 0.7542555 21.6867431
mu2 s2 rho.hat LL ll.total.LL
0.7589987 3.1878287 0.5735908 46.3067067 67.9934497
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