ystat: Calculate statistics for change point and maximize to detect...

Description Usage Arguments Value

Description

Calculate statistics for change point and maximize to detect change point k.

Usage

1
ystat(X, delta, m)

Arguments

X

Input data.

delta

Detect parameter.

m

Minimum interval size.

Value

A list with :

ystat The test stastistic,
k The estimated change point

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