Description Usage Arguments Value
Adjust the position of each changepoint by refitting the model in the respective segments.
1 | PostProcess(x, cpts, delta, lambda, method)
|
x |
A n times p matrix or data frame. |
cpts |
A numeric vector containing the found changepoints. Can be of length zero if no changepoints have been found. |
delta |
Numeric value between 0 and 0.5. This tuning parameter determines the minimal segment size proportional to the size of the dataset and hence an upper bound for the number of changepoints (roughly 1/δ). |
lambda |
Positive numeric value. This is the regularization parameter in the single Lasso fits. This value is ignored if FUN is not NULL. |
method |
Which estimator should be used? Possible choices are
This value is ignored if |
A numeric vector containing the final segment boundaries
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