palarmf: Recursive algorithm for detection of change points by...

In nateaff/ecomplex: Compute the epsilon-complexity of a time series

Description

Recursive algorithm for detection of change points by successive interval bisection.

Usage

palarmf(X, kin = double(0), P = 1, delta = 1, thresh = 1.224, m = 5,
  epsilon = 0.02)

Arguments

X	Local data.
kin	Vector containing estimated global change points.
P	Global index of first point of local data.
delta	Detect parameter.
thresh	Minimum statistic for change point characterization.
m	Minimum interval size.
epsilon	Minimum relative distance of change point from endpoints. @return kout Updated vector of estimated global change points.

nateaff/ecomplex documentation built on May 23, 2019, 9:03 p.m.