BreakPoints function

Generation of breakpoints

BreakPoints(
  timeseries,
  frequency = 52,
  break_algorithm = "strucchange",
  break_level = 0.05
)

Arguments

• timeseries: Given time series
• frequency: Timeseries frequency, defaults to 12 points
• break_algorithm: Breakpoint algorithm to be used. Defaults to strucchange
• break_level: Additional parameters for breakpoint algorithm

Returns

A list of breakpoints

Examples

BreakPoints(timeseries = seq(100), frequency = 52, break_level = 0.05)
BreakPoints(timeseries = StructuralDecompose::Nile_dataset[,1], frequency = 52)