bandwidths.default: Default choice for the set of multiple bandwidths

Description Usage Arguments Details Value References Examples

View source: R/bandwidth.R

Description

Create bandwidths according to a default function of the sample size

Usage

1
bandwidths.default(n, d.min = 10, G.min = 10, G.max = min(n/2, n^(2/3)))

Arguments

n

integer representing the sample size

d.min

integer for the minimal mutual distance of change points that can be expected

G.min

integer for the minimal allowed bandwidth

G.max

integer for the maximal allowed bandwidth

Details

Returns an integer vector of bandwidths (G_1,...,G_m), with G_0 = G_1 = max(G.min, 2/3*d.min), G_j+1 = G_j-1 + G_j (for j = 1, ..., m-1) and m satisfying G_m <= G.max while G_m+1 > G.max.

Value

an integer vector of bandwidths

References

A. Meier, C. Kirch and H. Cho (2021) mosum: A Package for Moving Sums in Change-point Analysis. Journal of Statistical Software, Volume 97, Number 8, pp. 1-42. <doi:10.18637/jss.v097.i08>.

H. Cho and C. Kirch (2020) Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. arXiv preprint arXiv:1910.12486.

Examples

1
bandwidths.default(1000, 10, 10, 200)

mosum documentation built on June 25, 2021, 5:08 p.m.