BreakPoints {StructuralDecompose}

Generation of breakpoints

Description

Generation of breakpoints

Usage

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

Value

A list of breakpoints

Examples

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