View source: R/HD_regression.R
DPDU.regression | R Documentation |
Perform DPDU algorithm for regression change points localisation.
DPDU.regression(y, X, lambda, zeta, eps = 0.001)
y |
A |
X |
A |
lambda |
A positive |
zeta |
A positive |
eps |
A |
An object of class
"DP", which is a list
with the following structure:
partition |
A vector of the best partition. |
cpt |
A vector of change points estimation. |
Haotian Xu
Xu, Wang, Zhao and Yu (2022) <arXiv:2207.12453>.
d0 = 10 p = 20 n = 100 cpt_true = c(30, 70) data = simu.change.regression(d0, cpt_true, p, n, sigma = 1, kappa = 9) temp = DPDU.regression(y = data$y, X = data$X, lambda = 1, zeta = 20) cpt_hat = temp$cpt
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