Calculate final change point estimates and mean of each interval Based on Matlab function of Anatoly Zlotnik and Alexandra Piryatinska
1 | finalal(X, xin, kin, m, delta, thresh)
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X |
Input data. | |||||
xin |
The original time-series. | |||||
kin |
A vector containing estimated global change points | |||||
m |
Minimum interval size. | |||||
delta |
Detect parameter. | |||||
thresh |
Threshold for detecting change-point. A
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