Description Usage Arguments Details Value Note References Examples

Detect multiple change-points using a non-parametric maximum likelihood approach.

1 |

`x` |
data vector |

`kmax` |
upper bound of the number of change-points |

`cpp` |
positions of candidate change-points. usually returned by function |

`ncp` |
the number of the candidate change-points. |

`n` |
length of the data. |

NMCD use DP algorithm to select change-points, while the true number of change-points is determined by the Bayesian information criterion(BIC).

a list with class `nmcd`

is returned with elements:

`npp` |
the true number of change-points |

`cpp` |
positions of true change-points |

`data` |
raw data, this is not printed on screen by default |

`bic` |
minimal BIC value gained. |

memory consume may be significant with large data.

Changliang Zou, Guosheng Yin, Long Feng, Zhaojun Wang. Non-parametric Maximum Likelihood Approach to Multiple Change-points Problem

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

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