isp: Initial Screening Procedure for Detecting Multiple...

Description Usage Arguments Value Examples

Description

Initial screening procedure to exclude most of the inrelevant points based on the Cramer-Von Mises two-sample test statistics, thus NMCD is implemented in a much lower dimensional space.

Usage

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isp(x, n = length(x), an = as.integer(log(n)^1.5/2))

Arguments

x

the data vector.

n

the length of the data.

an

an appropriate integer which is the length of each subsequence of the data.

Value

a list is returned with elements:

ncp

the number of candidate change-points

cpp

the position of candidate change-points

Examples

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t <- isp(Blocks)
t
plot(t)

nmcdr documentation built on April 14, 2017, 4:52 p.m.

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