changepoint.mv (version 1.0.2)

MDL: Calculates the Minimum Description Length.

Description

Calculates the Minimum Description Length (MDL) using the result obtained from mrc. The MDL indicates how many most recent changepoints there are for the data. For a full definition of the MDL and a description of its calculation see Bardwell, Eckley, Fearnhead and Smith, (2016).

Usage

# S4 method for changepoint.mv.mrc.class
MDL(x)

Arguments

x

An S4 object as returned by mrc.

Value

The Minimum Description Length (MDL).

References

doi:10.1080/00401706.2018.1438926changepoint.mv

See Also

mrc

Examples

# NOT RUN {
library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample,pmax=8)
MDL(res)

# }