N_break_point {BreakPoints} | R Documentation |

Look for several breakpoints

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)

`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 |

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.

`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

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.

# 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')

[Package *BreakPoints* version 1.2 Index]