DP.univar {changepoints} R Documentation

## Dynamic programming for univariate mean change points detection through l_0 penalty.

### Description

Perform dynamic programming for univariate mean change points detection.

### Usage

DP.univar(y, gamma, delta)


### Arguments

 y A numeric vector of observations. gamma A numeric scalar of the tuning parameter associated with l_0 penalty. delta A positive integer scalar of minimum spacing.

### Value

An object of class "DP", which is a list with the following structure:

 partition A vector of the best partition. yhat A vector of mean estimation for corresponding to the best partition. cpt A vector of change points estimation.

Haotian Xu

### References

Wang, Yu and Rinaldo (2020) <doi:10.1214/20-EJS1710>

### Examples

set.seed(123)
cpt_true = c(20, 50, 170)
y = rnorm(300) + c(rep(0,20),rep(1,30),rep(0,120),rep(1,130))
DP_result = DP.univar(y, gamma = 5, delta = 5)
cpt_hat = DP_result\$cpt
Hausdorff.dist(cpt_hat, cpt_true)


[Package changepoints version 1.1.0 Index]