Description Usage Arguments See Also
View source: R/methodErrorChecks.R
DEVELOPER USE ONLY. This function checks the user inputs to make sure they are all valid
1 | cusumErrorChecks(X, threshold, numCpts, LRCov, thresholdValue, msl, Class)
|
X |
Data matrix of dimension n by p. |
threshold |
Threshold choice for determining significance of changepoints. Choices include:
If numCpts is numeric then the threshold is not used as the number of changepoints is known. |
numCpts |
Number of changepoints in the data. Choices include:
|
LRCov |
The long-run covariance estimator to be used for CUSUM method. Currently, only "Bartlett" and "Empirical" are supported. Alternatively, a matrix containing the long-run covariance estimate can be inputted. |
thresholdValue |
Either the manual threshold value when threshold="Manual" or the (1-thresholdValue)-quantile of asymptotic distribution of the test statistic when threshold="Asymptotic". |
msl |
Minimum segment length allowed between the changepoints. NOTE this should be greater than or equal to p, the dimension of the time series. |
Class |
Logical. If TRUE then an S4 class is returned. If FALSE the estimated changepoints are returned. |
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