local.refine.VAR1: Local refinement for VAR1 change points detection.
In changepoints: A Collection of Change-Point Detection Methods
local.refine.VAR1 R Documentation
Local refinement for VAR1 change points detection.
Description
Perform local refinement for VAR1 change points detection.
Usage
local.refine.VAR1(cpt_init, DATA, zeta)
Arguments
cpt_init
A integer vector of initial change points estimation (sorted in strictly increasing order).
DATA
A numeric matrix of observations with with horizontal axis being time, and vertical axis being dimensions.
zeta
A numeric scalar of lasso penalty.
Value
An integer vector of locally refined change points estimation.
Author(s)
Daren Wang & Haotian Xu
References
Wang, Yu, Rinaldo and Willett (2019) <arxiv:1909.06359>.
See Also
local.refine.CV.VAR1.
changepoints documentation built on Sept. 4, 2022, 5:06 p.m.
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| local.refine.VAR1 | R Documentation |
Local refinement for VAR1 change points detection.
Description
Perform local refinement for VAR1 change points detection.
Usage
local.refine.VAR1(cpt_init, DATA, zeta)
Arguments
cpt_init |
A |
DATA |
A |
zeta |
A |
Value
An integer vector of locally refined change points estimation.
Author(s)
Daren Wang & Haotian Xu
References
Wang, Yu, Rinaldo and Willett (2019) <arxiv:1909.06359>.
See Also
local.refine.CV.VAR1.
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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