Description Usage Arguments Value Author(s) References Examples

The implementation of penalized change point detection algorithm on a signal.

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`x` |
Vector. Vector of the data |

`plot` |
Logical flag. Set to true returns some plots |

`threshold` |
Single positive value. Threshold to filter the change points. The effect sizes below the threshold would be pushed to zero |

`method` |
Case sensitive string. Choose between 'enet' and 'alasso' for lasso and adaptive-lasso change point detection. Defaults is 'enet'. |

`criteria` |
Case sensitive string. Choose between 'Cp', 'AICc', 'BIC' and 'GCV' for the model selection criteria in penalized algorithm. The default is 'AICc'. |

`...` |
parameters that are passed to the plot() function |

a vector of change point indices. For example 5 means the fifth value in x

Hamed Haselimashhadi <hamedhaseli@gmail.com>

On change point detection using the fused lasso method, CR Rojas, B Wahlberg - arXiv preprint arXiv:1401.5408, 2014

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