Bin_segMA: Most recent changepoints from dcbs method using censored MA...

In cpcens: Changepoint Analysis using Censored Time Series Data

Description

Detecting most recent changepoints from double CUSUM binary segmentation algorithm (DCBS) method (Cho, 2016) after generating censored data from MA model.

Usage

Bin_segMA(data, beta)

Arguments

data	a censored data matrix obtained from MA1.data.
beta	threshold for testing whether or not a change is significant, default 10.

Value

indicates the most recent changepoint in each series.

References

Cho, H. (2016). Change-point detection in panel data via double CUSUM statistic. Electronic Journal of Statistics, 10(2):2000–2038.

See Also

MA1.data

Examples

library(cpcens)
#example(right censoring)
sim=MA1.data(n = 500, N = 100, K = 5, eps = 1,
rho = 0.4, mu = 0, siga = 1, rates = c(NA, 0.4), Mrate = 0)
data=sim$data
ans = Bin_segMA(data,beta=10)

cpcens documentation built on Aug. 2, 2019, 5:05 p.m.