Recursive algorithm for detection of change points by successive interval bisection.
1 2 |
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. |
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