Description Usage Arguments Details Value References Examples
View source: R/min_within_segment_loss.R
Detect the number and locations of change points based on minimizing within segment quadratic loss and applying penalized model selection approach with restriction of largest candidate number of change points.
1 2 3 4 5 6 7 8 | ChangePoints(
x,
point_max = 5,
penalty = "bic",
seg_min = 1,
num_init = NULL,
cpp = TRUE
)
|
x |
The data to find change points. |
point_max |
The largest candidate number of change points. |
penalty |
Penalty type term. Default is "bic". Users can use other penalty term. |
seg_min |
Minimal segment size between change points at transformed sacle, must be positive integer. |
num_init |
The number of repetition times, in order to avoid local minimum. Default is squared root of number of observations. Must be integer. |
cpp |
Option to accelerate using rcpp. Default is TRUE. |
The K change points form K+1 segments (1 2 ... change_point(1)) ... (change_point(K) ... N).
num_change_point |
optimal number of change points. |
change_point |
location of change points. |
J. Ding, Y. Xiang, L. Shen, and V. Tarokh, Multiple Change Point Analysis: Fast Implementation and Strong Consistency. IEEE Transactions on Signal Processing, vol. 65, no. 17, pp. 4495-4510, 2017.
1 2 3 4 5 6 |
$num_change_point
[1] 1
$change_point
[1] 69
$num_change_point
[1] 3
$change_point
[1] 23 71 96
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