Description Usage Arguments Value References Examples
For results obtained using mrc
, costs
calculates the the total penalised cost for all segments across all variates for different numbers of
most recent change point values (p). It also calculates the code length {\rm log}_{2}n^{p}p^{N} and the total of the penalised cost and code length. The result
is a data frame containing p, the penalised cost, the code length and the sum of penalised cost and code length. The row in the data frame with the smallest total corresponds to
the minimum description length (MDL). See Bardwell, Eckley, Fearnhead and Smith, (2016) for more details about the cost and code length.
1 2 | ## S4 method for signature 'changepoint.mv.mrc.class'
costs(x)
|
x |
An S4 object as returned by |
Data frame containing cost information as described in the description section (above).
doi:10.1080/00401706.2018.1438926changepoint.mv
1 2 3 4 | library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample,pmax=8)
costs(res)
|
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