bayes {BayesProject} | R Documentation |

## Cpp implementation of the Bayesian projection algorithm to detect single multivariate changepoints.

### Description

Detects one multivariate changepoint in a dataset using the fast projection direction algorithm of Hahn et al. (2019). Solely required is the dataset as first parameter. The testing threshold ("threshold"), the number of timepoints to calculate a projection ("nTimePoints") and the regularisation parameter ("K") are chosen automatically.

### Usage

```
bayes(x, threshold, nTimePoints = NULL, K = 1/sqrt(2), rescale.var = TRUE)
```

### Arguments

`x` |
A |

`threshold` |
The testing threshold to detect the single changepoint. If missing, parameter will be calibrated automatically. |

`nTimePoints` |
The number of equidistant timepoints at which the projection direction is calculated. If no value (NULL) is given, timepoints are chosen automatically. |

`K` |
The regularisation parameter for the Bayesian projection direction. Default is |

`rescale.var` |
A boolean flag to indicate if the variance should be rescaled before detecting a changepoint. Default is TRUE. |

### References

Hahn, G., Fearnhead, P., Eckley, I.A. (2020). Fast computation of a projection direction for multivariate changepoint detection. Stat Comput.

### Examples

```
library(BayesProject)
data(testdata)
res <- bayes(testdata,nTimePoints=100)
print(res$cpt)
```

*BayesProject*version 1.0 Index]