BD_U {changepoints}

R Documentation

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>.

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