sol.idetect_seq {breakfast} R Documentation

Solution path generation using the sequential approach of the Isolate-Detect method

Description

This function arranges all possible change-points in the mean of the input vector, or in its linear trend, in the order of importance, via the Isolate-Detect (ID) method. It is developed to be used with the thresholding model selection rule.

Usage

sol.idetect_seq(x, type = "const", points = 4)


Arguments

 x A numeric vector containing the data to be processed type The model type considered. type = "const", type = "lin.cont", type = "lin.discont" mean, respectively, that the signal (mean of x) is piecewise constant, piecewise linear and continuous, and piecewise linear but not necessarily continuous. If not given, the default is type = "const" points A positive integer with default value equal to 4. It defines the distance between two consecutive end- or start-points of the right- or left-expanding intervals, as described in the Isolate-Detect methodology.

Details

The Isolate-Detect method and its algorithm is described in "Detecting multiple generalized change-points by isolating single ones", A. Anastasiou & P. Fryzlewicz (2022), Metrika, https://doi.org/10.1007/s00184-021-00821-6.

Value

An S3 object of class cptpath, which contains the following fields:

 solutions.nested TRUE, i.e., the change-point outputs are nested solution.path Locations of possible change-points, arranged in decreasing order of change-point importance solution.set Empty list x Input vector x type The input parameter type cands Matrix of dimensions length(x) - 1 by 4. The first two columns are (start, end)-points of the detection intervals of the corresponding possible change-point location in the third column. The fourth column is a measure of strength of the corresponding possible change-point. The order of the rows is the same as the order returned in solution.path method The method used, which has value "idetect_seq" here

References

A. Anastasiou & P. Fryzlewicz (2022). Detecting multiple generalized change-points by isolating single ones. Metrika, https://doi.org/10.1007/s00184-021-00821-6.

sol.idetect, sol.not, sol.wbs, sol.wbs2, sol.tguh
r3 <- rnorm(1000) + c(rep(0,300), rep(2,200), rep(-4,300), rep(0,200))