Finds the single best change point according to the likelihood function. Used internally within
GetBestBreak(x, t, range = 0.6, ...)
vector of time series values.
vector of times of measurements associated with x.
of possible breaks. Default (0.6) runs approximately from 1/5 to 4/5 of the total length of the time series.
additional parameters to pass to
returns a single row (vector) with elements:
LL. The breakpoint is calculated for a range of possible values of width
l is the length of the time series). The output of this function feeds
WindowSweep which uses it, and
GetDoubleL for the likelihood estimation.
# An example with a single break: x <- c(arima.sim(list(ar = 0.9), 20) + 10, arima.sim(list(ar = 0.1), 20)) t <- 1:length(x) plot(t,x, type="l") (bb <- GetBestBreak(x,t, tau=FALSE)) abline(v = bb, col=2)
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