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
``` |

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