oneBkp function

Get best candidate change point

Get best candidate change point

Get best candidate change point according to binary segmentation

oneBkp(Y, weights = NULL, verbose = FALSE)

Arguments

  • Y: A n*p matrix, p signals of length n to be segmented (centered by column)
  • weights: a (n-1)*1 vector of weights for the candidate change point positions. Default weights yield the likelihood ratio test (LRT) statistic for the identification of a single change point.
  • verbose: A logical value: should extra information be output ? Defaults to FALSE.

Examples

p <- 2 sim <- randomProfile(1e4, 1, 1, p) Y <- sim$profile bkp <- jointseg:::oneBkp(Y) par(mfrow=c(p,1)) for (ii in 1:p) { plot(Y[, ii], pch=19, cex=0.2) abline(v=bkp, col=3) abline(v=sim$bkp, col=8, lty=2) }

Author(s)

Morgane Pierre-Jean and Pierre Neuvial

  • Maintainer: Morgane Pierre-Jean
  • License: LGPL (>= 2.1)
  • Last published: 2019-01-11