l2Threshold: l2Threshold
In vrunge/ARRWestim: Estimation of the parameters for the ARRW (Autoregressive AR(1) and Random Walk) model for time-series
Description
Usage
Arguments
Value
Description
Simple linear threshold changepoint detection method
Usage
1
l2Threshold(data, beta, lambda)
Arguments
data
a time-series
beta
the penalty value
lambda
1/variance2
Value
a list of changepoints with their jump sizes
vrunge/ARRWestim documentation built on Feb. 20, 2021, 9:35 a.m.
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Description Usage Arguments Value
Description
Simple linear threshold changepoint detection method
Usage
1 | l2Threshold(data, beta, lambda)
|
Arguments
data |
a time-series |
beta |
the penalty value |
lambda |
1/variance2 |
Value
a list of changepoints with their jump sizes
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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