follow_ups: Postprocessing for changepoint detection

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/follow_ups.R

Description

The function collects subsequent marked candidate points in the changepoints_lin2 function to calculate final estimates of the change points.

Usage

1
follow_ups(dat, mincper, steps, mincp)

Arguments

dat

Marked candidate points which could be changepoints based on the method selected in the changepoints_lin2 function.

mincper

A value for a minimal percentage of the size of the largest marked cluster to limit the size of clusters used for the final changepoints.

steps

Steps in which the candidates are evaluated.

mincp

This value defines which cluster, sorted by length, is relevant for the mincper-treshold. I.e. Just clusters with a lenght of at least 'mincper' of the 'mincp' longest cluster are considered as final estimates.

Details

This function is just used in the changepoint detection algorihms internally.

Value

clusters

Sizes of the jump clusters.

jumps

Detected changpoint locations based on the median values in each relevant cluster.

Author(s)

Kustosz, Christoph

References

Kustosz, C. (2016). Depth based estimators and tests for autoregressive processes with application. Ph. D. thesis. TU Dortmund.

See Also

changepoints_lin2, changepoints_lin2_cl

Examples

1
2
x <- c(1, 2, 3, 4, 7, 8, 11, 35, 40, 50, 60)
follow_ups(x, 0.75, 1)

ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.