illu.plot {mSTEM}

Illustration plot of the procedure t0 detect change points

Description

Illustration plot of the procedure t0 detect change points

Usage

illu.plot(mu, z, gamma, whichcp, b, Tmax, Tmin)

Arguments

mu

a vector of piecewise constant

z

a vector of stationary Gaussian random error

gamma

bandwidth of nonparameter smoothing

whichcp

output of the function which.cp

b

a scalar of location tolerance, specified by user

Tmax

a vector of true peak locations

Tmin

a vector true valley locations

Value

a figure plot showing detection of change points

Examples

set.seed(2019)
L = 1200
A = c(2.8,0,-2.4,0,-3,0.5,3,5,2,0)/1.5
Tmax = c(150,410,680,770,980)
Tmin = c(250,320,550,1000,1100)
H = c(150,250,320,410,550,680,770,980,1000,1100)
mu = GenMu(A,H,L); z = GenZ(nu=2,L)
y1 = GenDY(mu=mu,z=z,gamma=6)
chest = ch.est(nu=2,gamma=6,size=L,B=100)
chp= which.cp(y1,chest,level=0.1)
illu.plot(mu,z,gamma=6,chp,b=5,Tmax,Tmin)