Description Usage Arguments Value See Also Examples
Detecting most recent changepoints from ind method (analyzes all the series independently in the panel data and in each given series estimate the most recent changepoint) after generating censored data from AR model. We use PELT for segmenting a time series into changing means, assumes normally distributed observations with changing mean but constant variance.
1 |
data |
a censored data matrix obtained from AR1.data . |
pen |
default 2*log(n). If pen is equal to zero, penalty term will be equal to 2*log(n). |
indicates the most recent changepoint in each series .
AR1.data
1 2 3 4 5 6 7 8 9 10 11 | #Default example
library(cpcens)
sim=AR1.data()
data=sim$data
ans = indAR(data,pen)
#example(right censoring)
#The length of series(n) should be greater than 200.
sim=AR1.data(n = 500, N = 100, K = 5, eps = 1,
rho = 0.6, mu = 0, siga = 1, rates = c(NA, 0.2), Mrate = 0)
data=sim$data
ans = indAR(data,pen=0)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.