sbs.make.tree: Growing a binary tree for SBS algorithm

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

Growing a binary tree for SBS algorithm

Description

Grow a binary tree via Sparsified Binary Segmentation

Usage

sbs.make.tree(input, tau = rep(1, nrow(input)), thr, trim, height)

Arguments

input	input data matrix, with each row representing the component time series or their transformation
tau	scaling terms the rows of input
thr, trim, height	see sbs.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.