N_break_point: N_break_point

In santiagoh719/BreakPoints: Identify Breakpoints in Series of Data

Description

Look for several breakpoints

Usage

  N_break_point(serie, n_max = 1, n_period=10,
                          seed=FALSE, auto_select = FALSE,
                          alpha = NULL,method='SNHT',dstr='norm')

Arguments

serie	numeric vector where the breakpoint is looked for
n_max	integer up to how many breakpoint should be test
n_period	an integer specifying the minimal length of a complete period to consider
seed	if FALSE (default) the first breakpoints to inicialize the iteration are calculated by splitting the serie in equal separated parts. If seed is given must be a list() of length n_max where it is specified the first breakpoints to take for each iteration.
method	which method should be used for breakpoint detection, supported: 'student', 'mann-whitney','SNHT' (default),'buishand' and 'pettit'
dstr	character specifying which distribution should be used for test simulations, only used if method is SNHT or buishand. Posible distributions 'norm' (default, normal dist), 'gamma', and 'self' (bootstrap)
auto_select	logical, should an automatic selection of how many breakpoints are be made, default FALSE
alpha	numeric, critical p value to use for auto_select

Details

Compute homogeneity test for all possible breaks in the serie considering several breakpoints. NA values are allow.

Value

N_break_point returns a list with the breakpoints index, it's p value and how many breakpoints are. If auto_select = F, a list with one list as specify for each n breakpoint tried

breaks

index where the breakpoints are found

p.value

p value of the test

n

how many breakpoints are looked for

References

Hurtado, S. I., Zaninelli, P. G., & Agosta, E. A. (2020). A multi-breakpoint methodology to detect changes in climatic time series. An application to wet season precipitation in subtropical Argentina. Atmospheric Research, 104955.

santiagoh719/BreakPoints documentation built on March 17, 2021, 11:54 a.m.