detectMaxChange: Change point detection using max-type statistic as in Jeong...

In detectR: Change Point Detection

Change point detection using max-type statistic as in Jeong et. al (2016)

Description

Change point detection using max-type statistic as in Jeong et. al (2016)

Usage

detectMaxChange(
  Y,
  m = c(30, 40, 50),
  margin = 30,
  thre.localfdr = 0.2,
  design.mat = NULL,
  plotTF = TRUE,
  n.cl
)

Arguments

Y	Input data matrix
m	window sizes
margin	margin
thre.localfdr	threshold for local fdr
design.mat	design matrix for analyzing task data
plotTF	Draw plot to see test statistic and threshold
n.cl	number of clusters for parallel computing

Value

CLX Test statistic corresponding to window size arranged in column

CLXLocalFDR The Local FDR calculated for each time point

br The final estimated break points

Examples

out2= detectMaxChange(changesim, m=c(30, 35, 40, 45, 50), n.cl=1)

detectR documentation built on June 22, 2024, 12:23 p.m.