trim_interval {changepoints}

Interval trimming based on initial change point localisation.

Description

Performing the interval trimming for local refinement.

Usage

trim_interval(n, cpt_init, w = 0.9)

Arguments

n

An integer scalar corresponding to the sample size.

cpt_init

An integer vector of initial changepoints estimation (sorted in strictly increasing order).

w

A numeric scalar in (0,1) representing the weight for interval truncation.

Value

A matrix with each row be a trimmed interval.

Author(s)

Haotian Xu

References

Xu, Wang, Zhao and Yu (2022) <arXiv:2207.12453>.