localization {rid}

Localization procedure

Description

The localization procedure to detect change-points.

Usage

localization(data, intervals, l = 0, scaling = FALSE, q = 1)

Arguments

data

A numeric matrix of observations with each horizontal axis being time, and each column being the multivariate time series

intervals

A numeric matrix of intervals with each row be a vector representing the interval

l

A non-negative integer of order of polynomial (l=0 means piecewise constant)

scaling

A logical scalar representing whether to perform refinement for locally stationary data. Only useful when l=0

q

A positive integer of norm

Value

The positions of estimated change-points

Examples

set.seed(0)
data=rep(c(0,2,0),each=40)+rnorm(120)
d=rid(data,M=1000,tau="clustering")
cpt=localization(data,d$Good_Intervals)
print(cpt)