Description Usage Arguments Details Value
Calculates the cost between a sequence of multivariate observations using the provided cumulative sums of data, with the additional penalty of the segment length (log(n)
). The observations are assumed to be Normally distributed with fixed variance (= 1
). The mean parameters are set to their maximum likelihood estimates. Used for detecting changes in mean only.
1 | norm.mean.seglen(n, x, x2, p, length.checklist)
|
n |
A matrix containing the lengths between the changepoints in current changepoint vector being considered and the changepoints in the check-list of previous changepoint vectors. |
x |
A |
x2 |
The same as |
p |
The number of variables in the series. |
length.checklist |
The number of possible previous changepoint vectors on the check-list being considered. |
An internal function, not designed for use by the end-user.
A vector of length length.checklist
containing the multivariate costs for each changepoint vector on the check-list being considered.
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