Search for multiple changepoints in the mean using AFF

Description

Given a vector x, a threshold alpha, a step size eta, and a burn-in length BL, returns a list containing the changepoints. Algorithm is implemented in C++.

Usage

1
cpp_detectAFFMeanMultiple(x, alpha, eta, BL)

Arguments

x

Vector of numeric values values.

alpha

Value for the significance threshold in (0,1).

eta

Value for the step size in (0,1).

BL

Value for the burn-in length.

Value

A list with

tauhat

A vector of the changepoints found.

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