local.refine.VAR1 {changepoints} | R Documentation |
Local refinement for VAR1 change points detection.
Description
Perform local refinement for VAR1 change points detection.
Usage
local.refine.VAR1(cpt_init, DATA, zeta)
Arguments
cpt_init |
A integer vector of initial change points estimation (sorted in strictly increasing order).
|
DATA |
A numeric matrix of observations with with horizontal axis being time, and vertical axis being dimensions.
|
zeta |
A numeric scalar of lasso penalty.
|
Value
An integer
vector of locally refined change points estimation.
Author(s)
Daren Wang & Haotian Xu
References
Wang, Yu, Rinaldo and Willett (2019) <arxiv:1909.06359>.
See Also
local.refine.CV.VAR1
.
[Package
changepoints version 1.1.0
Index]