Description Usage Arguments Value Examples

The function applies the Binary Segmentation algorithm to identify potential locations of the change-points in the mean of the input vector `x`

.
The object returned by this routine can be further passed to the `changepoints`

function,
which finds the final estimate of the change-points based on thresholding.

1 2 3 4 |

`x` |
a numeric vector |

`...` |
not in use |

an object of class "sbs", which contains the following fields

`x` |
the vector provided |

`n` |
the length of |

`res` |
a 6-column matrix with results, where 's' and 'e' denote start- end points of the intervals in which change-points candidates 'cpt' have been found; column 'CUSUM' contains corresponding value of CUSUM statistic; 'min.th' is the smallest threshold value for which given change-point candidate would be not added to the set of estimated change-points; the last column is the scale at which the change-point has been found |

1 2 3 4 5 6 7 | ```
x <- rnorm(300) + c(rep(1,50),rep(0,250))
s <- sbs(x)
s.cpt <- changepoints(s)
s.cpt
th <- c(s.cpt$th,0.7*s.cpt$th)
s.cpt <- changepoints(s,th=th)
s.cpt
``` |

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

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