thresholdBS: Thresholding a BS object with threshold value tau.

In changepoints: A Collection of Change-Point Detection Methods

Thresholding a BS object with threshold value tau.

Description

Given a BS object, perform thresholding to find the change point locations.

Usage

thresholdBS(BS_object, tau)

Arguments

BS_object	A BS object.
tau	A positive numeric scalar of thresholding value.

Value

A list with the following structure:

BS_tree_trimmed	BS_tree with change points which do not satisfy the thresholding criteria removed
cpt_hat	A matrix contains change point locations, values of corresponding statistic, and levels at which each change point is detected

Author(s)

Haotian Xu

See Also

BS.univar, BS.uni.nonpar, BS.cov, WBS.univar, WBS.uni.nonpar, WBS.multi.nonpar, WBS.network, WBSIP.cov

Examples

y = c(rnorm(100, 0, 1), rnorm(100, 10, 10), rnorm(100, 40, 10))
temp = BS.univar(y, 1, 300, 5)
plot.ts(y)
points(x = tail(temp$S[order(temp$Dval)],4), y = y[tail(temp$S[order(temp$Dval)],4)], col = "red")
thresholdBS(temp, 20)

changepoints documentation built on Sept. 4, 2022, 5:06 p.m.