saut {fpopw}

saut

Description

model selection function taken from S3IB,

Usage

saut(Lv, pen, Kseq, n, seuil = sqrt(n)/log(n), biggest = TRUE)

Arguments

Lv

likelihood

pen

penalty

Kseq

number of changes

n

number of datapoints

seuil

threshold

biggest

heuristic (biggest jump or slope)

Value

a selected number of chagnes