sbs.thr {hdbinseg} | R Documentation |
Bootstrapping for threshold selection in SBS algorithm
Description
Generate thresholds for SBS algorithm via bootstrapping
Usage
sbs.thr(
z,
interval = c(1, dim(z)[2]),
cp.type = 1,
do.clean.cp = TRUE,
scales = NULL,
diag = FALSE,
sgn = NULL,
B = 1000,
q = 0.01,
do.parallel = 4
)
Arguments
z |
input data matrix, with each row representing the component time series |
interval |
a vector of two containing the start and the end points of the interval from which the bootstrap test statistics are to be calculated |
cp.type , scales , diag , B , q , do.parallel |
see |
do.clean.cp |
if |
sgn |
if |
Value
if cp.type = 1
, a vector of length nrow(z)
, each containing the threshold applied to the CUSUM statistics from the corresponding coordinate of z
if cp.type = 2
, a vector of length length(scales)*nrow(z)
(when diag = TRUE
) or length(scales)*nrow(z)*(nrow(z)+1)/2
(when diag = FALSE
), each containing the threshold applied to the CUSUM statistics of the corresponding wavelet transformation of z