Description Usage Arguments Value See Also Examples
Detecting most recent changepoints from double CUSUM binary segmentation (DCBS) method (Cho, 2016) after generating censored data from AR model. The DCBS method focuses on finding the position of detected changepoints. The consistency of the double CUSUM statistic based on the binary segmentation algorithm that is established in terms of both number and locations of estimated changepoints.
1 |
data |
a censored data matrix obtained from AR1.data. |
beta |
threshold for testing whether or not a change is significant, default 10. |
indicates the most recent changepoint in each series.
AR1.data
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