dcbs.make.tree: Growing a binary tree for DCBS algorithm

In hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Growing a binary tree for DCBS algorithm

Description

Grow a binary tree of a given height via Double CUSUM Binary Segmentation without thresholding

Usage

dcbs.make.tree(input, phi = 0.5, trim = NULL, height = NULL)

Arguments

input	input data matrix, with each row representing the component time series or their transformation
phi,	trim, height see dcbs.alg

Value

S3 bin.tree object, which contains the following fields:

tree	a list object containing information about the nodes at which change points are detected
mat	matrix concatenation of the nodes of tree
ecp	estimated change points
thr	threshold used to construct the tree

hdbinseg documentation built on Aug. 17, 2023, 5:06 p.m.