Description Usage Arguments Value See Also Examples
Detecting most recent changepoints using mrc method consisting of many related univariate timeseries (Bardwell, Eckley, Fearnhead, and Smith, 2016) and pools information across the time-series by solving the K-median problem using tb.raw (Teitz and Bart, 1968).
1 2 | multiple.mrc1(mrc, pmax = 10, alpha = 2, elbow.thresh = 0.5,
n = 144)
|
mrc |
data obtained from mrc.mean1 |
pmax |
Maximum number of most recent changepoints to search for. Default value pmax=10. |
alpha |
The variable penalty used to penalise the addition of a given changepoint into a given variable. Default value alpha = 2. |
elbow.thresh |
default 0.5 |
n |
length of series |
indicates the most recent changepoint in each series .
mrc.mean1
1 2 3 4 5 6 7 8 9 10 11 |
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