palarm: Estimation of change points and mean on each stable interval.

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

Description

Estimation of change points and mean on each stable interval.

Usage

palarm(x, delta1 = 1, delta2 = 0, pf = 0.1, m = 5, M = 1000,
  epsilon = 0.02)

Arguments

x	Input data.
delta1	A weighting parameter for phase I.
delta2	A weighting parmameter for phase II.
pf	False detection probability.
m	Minimum interval size.
M	Number of terms in KS series.
epsilon	Minimum relative distance of change point from endpoints of local interval.

Value

A list with :

kout	Vector of indices of the detected change points,
means	Vector of mean values on each stationary segment.

nwaff/ecomplex documentation built on May 24, 2019, 10:56 a.m.