MDL-methods: Calculates the Minimum Description Length.
In changepoint.mv: Changepoint Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
References
See Also
Examples
Description
Calculates the Minimum Description Length (MDL) using the result obtained from mrc. The MDL indicates how many most recent changepoints there are for the data.
For a full definition of the MDL and a description of its calculation see Bardwell, Eckley, Fearnhead and Smith, (2016).
Usage
1
2
## S4 method for signature 'changepoint.mv.mrc.class'
MDL(x)
Arguments
x
An S4 object as returned by mrc.
Value
The Minimum Description Length (MDL).
References
\insertRefdoi:10.1080/00401706.2018.1438926changepoint.mv
See Also
Examples
1
2
3
4
library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample,pmax=8)
MDL(res)
changepoint.mv documentation built on Aug. 7, 2020, 5:06 p.m.
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Description Usage Arguments Value References See Also Examples
Description
Calculates the Minimum Description Length (MDL) using the result obtained from mrc. The MDL indicates how many most recent changepoints there are for the data.
For a full definition of the MDL and a description of its calculation see Bardwell, Eckley, Fearnhead and Smith, (2016).
Usage
1 2 | ## S4 method for signature 'changepoint.mv.mrc.class'
MDL(x)
|
Arguments
x |
An S4 object as returned by |
Value
The Minimum Description Length (MDL).
References
\insertRefdoi:10.1080/00401706.2018.1438926changepoint.mv
See Also
Examples
1 2 3 4 | library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample,pmax=8)
MDL(res)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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