stab.blockSeg algorithm

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Description

Model selection for the blockSeg algorithm.

Usage

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stab.blockSeg(Y, nsimu, max.break, max.var = floor(ncol(Y)^2/8),
  mc.cores = 2, verbose = TRUE)

Arguments

Y

matrix of observations.

nsimu

a positive integer.

max.break

a positive integer less than number of columns divided by 2 and number of rows divided by 2.

max.var

a positive integer less than number of columns times number of rows. By default, ncol(Y)**2/8.

mc.cores

a positive integer giving the number of cores used. If you use windows, the parallelization is impossible. By default, 2

verbose

logical. To display each step. By default TRUE.

Examples

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 ## model parameters 
n <- 100 
K <- 5
mu <- suppressWarnings(matrix(rep(c(1,0),ceiling(K**2/2)), K,K))
Y <- rblockdata(n,mu,sigma=.5)$Y
res <- stab.blockSeg(Y, 100, 20)