TGUW | R Documentation |
Performs the bottom-up unbalanced wavelet decomposition. This function is used inside trendsegment
.
Details of the TGUW transformation can be found in H. Maeng and P. Fryzlewicz (2023), Detecting linear trend changes in data sequences.
TGUW(x, p = 0.04)
x |
An input vector to be decomposed. |
p |
Proportion of all possible remaining merges which specifies the number of merges allowed in a single pass over the data. The default is 0.04. |
A list with the followings:
x |
The original input vector |
n |
The length of |
twotogether |
A vector indicating locations of the detail coefficients returned by Type 3 merges (merging two sets of paired smooth coefficients). This is used in |
merging.hist |
An array of dimension 4 by 3 by |
ts.coeffs |
The transformed |
Hyeyoung Maeng hyeyoung.maeng@durham.ac.uk, Piotr Fryzlewicz p.fryzlewicz@lse.ac.uk
trendsegment
, thresholding
, invTGUW
x <- c(1:10, rep(5,9))
n <- length(x)
x <- x + rnorm(n)
tguwfit <- TGUW(x)
tguwfit
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