thresholdBS {changepoints}

Thresholding a BS object with threshold value tau.

Description

Given a BS object, perform thresholding to find the change point locations.

Usage

thresholdBS(BS_object, tau)

Arguments

BS_object

A BS object.

tau

A positive numeric scalar of thresholding value.

Value

A list with the following structure:

BS_tree_trimmed

BS_tree with change points which do not satisfy the thresholding criteria removed

cpt_hat

A matrix contains change point locations, values of corresponding statistic, and levels at which each change point is detected

Author(s)

Haotian Xu

See Also

BS.univar, BS.uni.nonpar, BS.cov, WBS.univar, WBS.uni.nonpar, WBS.multi.nonpar, WBS.network, WBSIP.cov

Examples

y = c(rnorm(100, 0, 1), rnorm(100, 10, 10), rnorm(100, 40, 10))
temp = BS.univar(y, 1, 300, 5)
plot.ts(y)
points(x = tail(temp$S[order(temp$Dval)],4), y = y[tail(temp$S[order(temp$Dval)],4)], col = "red")
thresholdBS(temp, 20)