dcbs.branch: Growing a branch for DCBS algorithm
In hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
dcbs.branch R Documentation
Growing a branch for DCBS algorithm
Description
Grow a branch of the binary tree for the Double CUSUM Binary Segmentation without thresholding
Usage
dcbs.branch(input, phi, s, e, trim)
Arguments
input
input data matrix, with each row representing the component time series or their transformation
phi, trim
see dcbs.alg
s, e
start and end of the interval of consideration at a given iteration
Value
a vector containing the information about the branch, including the location of the estimated change point and the corresponding test statistic
hdbinseg documentation built on Aug. 17, 2023, 5:06 p.m.
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| dcbs.branch | R Documentation |
Growing a branch for DCBS algorithm
Description
Grow a branch of the binary tree for the Double CUSUM Binary Segmentation without thresholding
Usage
dcbs.branch(input, phi, s, e, trim)
Arguments
input |
input data matrix, with each row representing the component time series or their transformation |
phi, trim |
see |
s, e |
start and end of the interval of consideration at a given iteration |
Value
a vector containing the information about the branch, including the location of the estimated change point and the corresponding test statistic
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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