BD_U {changepoints}

Backward detection with a robust bootstrap change point test using U-statistics for univariate mean change.

Description

Perform the backward detection method with a robust bootstrap change point test using U-statistics on univariate data.

Usage

BD_U(y, M, B = 100, inter = NULL, inter_ini = TRUE)

Arguments

y

A numeric vector of observations.

M

An integer scalar representing initial block size of the backward detection algorithm.

B

An integer scalar representing the number of bootstrapped samples.

inter

A nuisance parameter.

inter_ini

A nuisance parameter.

Value

An numeric vector of estimated change point locations.

Author(s)

Mengchu Li

References

Yu and Chen (2019) <arXiv:1904.03372>.