cpts.mv-methods: Multivariate changepoint locations.

In changepoint.mv: Changepoint Analysis for Multivariate Time Series

Description

Returns a list of vectors containing the multivariate changepoint locations.

Usage

## S4 method for signature 'changepoint.mv.mrc.class'
cpts.mv(x, p = NULL)

Arguments

x	An S4 object as returned by mrc.
p	The number of most recent changepoints locations to be consisdered. Default value is p=x@pmax where pmax

Value

A list of N vectors containing the multivariate changepoint locations. Each vector corresponds to an individual variate in the data.

Examples

library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample)
cpts.mv(res)
cpts.mv(res,p=3)

changepoint.mv documentation built on Aug. 7, 2020, 5:06 p.m.