Description Usage Arguments Value Examples

The function applies the Wild 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 chosen stopping criteria.

1 2 3 4 5 |

`x` |
a numeric vector |

`...` |
not in use |

`M` |
a number of intervals used in the WBS algorithm |

`rand.intervals` |
a logical variable; if |

`integrated` |
a logical variable indicating the version of Wild Binary Segmentation algorithm used; when |

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

`x` |
the input vector provided |

`n` |
the length of |

`M` |
the number of intervals used |

`rand.intervals` |
a logical variable indicating type of intervals |

`integrated` |
a logical variable indicating type of WBS procedure |

`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 8 | ```
x <- rnorm(300) + c(rep(1,50),rep(0,250))
w <- wbs(x)
plot(w)
w.cpt <- changepoints(w)
w.cpt
th <- c(w.cpt$th,0.7*w.cpt$th)
w.cpt <- changepoints(w,th=th)
w.cpt$cpt.th
``` |

```
$sigma
[1] 1.01788
$th
[1] 4.469267
$no.cpt.th
[1] 1
$cpt.th
$cpt.th[[1]]
[1] 52
$Kmax
[1] 50
$ic.curve
$ic.curve$ssic.penalty
[1] -8.4004911 -15.2257319 -14.5474336 -13.2517953 -7.5276527 -1.7910167
[7] -1.2690605 -0.9185226 4.8356312 10.0650358 15.5006957 16.7054999
[13] 18.7654211 22.8923430 25.9691081 27.5101908 28.9441351 32.4901492
[19] 35.9447042 41.5445190 46.7148157 49.4234377 52.9425058 58.6748659
[25] 60.9734957 63.6484703 69.4204024 73.4995736 75.6769348 80.1221500
[31] 83.3730628 88.2458964 90.9398746 95.9285430 100.6890101 104.6606878
[37] 107.8540699 110.3617279 110.6376928 114.4159685 116.7171077 121.6614364
[43] 124.3826817 129.3271983 132.1026213 135.0676393 137.7878851 139.7791018
[49] 142.4731503 146.3850549 151.9006760
$ic.curve$bic.penalty
[1] -8.400491 -15.325912 -14.747793 -13.552335 -7.928372 -2.291916
[7] -1.870140 -1.619781 4.034192 9.163417 14.498897 15.603522
[13] 17.563263 21.590005 24.566590 26.007493 27.341258 30.787092
[19] 34.141467 39.641102 44.711219 47.319661 50.738549 56.370730
[25] 58.569180 61.143974 66.815727 70.794718 72.871899 77.216935
[31] 80.367668 85.140321 87.734120 92.622608 97.282896 101.154393
[37] 104.247596 106.655074 106.830859 110.508955 112.709914 117.554063
[43] 120.175128 125.019465 127.694708 130.559546 133.179612 135.070649
[49] 137.664518 141.476243 146.891684
$ic.curve$mbic.penalty
[1] -8.400491 -13.445467 -11.983714 -9.571232 -2.731608 4.835455
[7] 5.213725 5.460694 12.458591 19.273454 26.070967 27.165282
[13] 30.159508 35.289229 39.003768 40.397016 43.181954 47.268255
[19] 50.511059 56.833596 63.106145 65.688941 69.907763 76.413597
[25] 79.117848 82.585038 89.118173 93.515289 95.515395 101.137380
[31] 104.659081 109.821815 112.964919 118.291142 123.906201 127.686538
[37] 131.651225 134.349663 134.381607 138.511931 141.059464 146.520985
[43] 149.050890 153.804066 156.453663 159.206929 161.683154 163.752528
[49] 166.306376 169.915368 176.381766
$cpt.ic
$cpt.ic$ssic.penalty
[1] 52
$cpt.ic$bic.penalty
[1] 52
$cpt.ic$mbic.penalty
[1] 52
$no.cpt.ic
ssic.penalty bic.penalty mbic.penalty
1 1 1
[[1]]
[1] 52 58 70
[[2]]
[1] 52
```

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