sbs {wbs} | R Documentation |
Change-point detection via standard Binary Segmentation
Description
The function applies the Binary Segmentation algorithm to identify potential locations of the change-points in the mean of the input vector x
.
The object returned by this routine can be further passed to the changepoints
function,
which finds the final estimate of the change-points based on thresholding.
Usage
sbs(x, ...)
## Default S3 method:
sbs(x, ...)
Arguments
x |
a numeric vector |
... |
not in use |
Value
an object of class "sbs", which contains the following fields
x |
the vector provided |
n |
the length of |
res |
a 6-column matrix with results, where 's' and 'e' denote start- end points of the intervals in which change-points candidates 'cpt' have been found; column 'CUSUM' contains corresponding value of CUSUM statistic; 'min.th' is the smallest threshold value for which given change-point candidate would be not added to the set of estimated change-points; the last column is the scale at which the change-point has been found |
Examples
x <- rnorm(300) + c(rep(1,50),rep(0,250))
s <- sbs(x)
s.cpt <- changepoints(s)
s.cpt
th <- c(s.cpt$th,0.7*s.cpt$th)
s.cpt <- changepoints(s,th=th)
s.cpt