N_break_point {BreakPoints}

N_break_point

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',
                          seed_set = 9658, change_random_seed = TRUE,
                          seed_method = 6842)

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

seed_set

Either a number to used to set a seed or NULL to set no seed inside the function

change_random_seed

Logical, can the .Random.seed change inside the function, or must remain the same after applying the function

seed_method

Either a number to used to set seed inside SNHT or buishand methods or NULL to set no seed

Details

Compute homogeneity test for all possible breaks in the serie considering several breakpoints. NA values are allow. In order to guarantee same result for the same input seed_set and seed_method (if method in SNHT or buishand) must be given.

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.

Examples

  # Make a serie with three jumps, same as yamamoto example
  set.seed(524)
  x <- c(rnorm(30,1,1),rnorm(30,2,1),rnorm(30,1,1),rnorm(20,2,1))

  # Look up to 5 breaks using pettit
  break_prosition <- N_break_point(serie=x, n_max = 5, method='pettit',
                                    auto_select=TRUE,alpha=0.1)

  plot(x)
  abline(v = break_prosition$breaks, col='red')