Description Usage Arguments Value Examples

The function evaluates the penalty term for the standard Bayesian Information Criterion applied to the change-point detection problem. This routine is typically not called directly by the user; its name can be passed as an argument to `changepoints`

.

1 | ```
bic.penalty(n, cpt)
``` |

`n` |
the number of observations |

`cpt` |
a vector with localisations of change-points |

the penalty term *k * log(n)* where *k* denotes the number of elements in `cpt`

1 2 3 4 |

wbs documentation built on May 30, 2017, 3:56 a.m.

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