bestParameters

iteration of the least square criterion for a grid of the phi parameter

Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.

Gaetano Romano

DeCAFS

Detecting Changes in Autocorrelated and Fluctuating Signals

Guillem Rigaill

Vincent Runge

Paul Fearnhead

bestParameters function

<dl><dt>y</dt>
<dd>A time-series obtained by the dataRWAR function</dd>
<dt>nbK</dt>
<dd>number of diff k elements to consider</dd>
<dt>type</dt>
<dd>type of robust variance estimator (MAD, S or Q)</dd>
<dt>sdEta</dt>
<dd>if sdEta = FALSE there is no random walk</dd></dl>

Arguments

bestParameters — bestParameters

<dl>

<dt>y</dt>
<dd>A time-series obtained by the dataRWAR function</dd>


<dt>nbK</dt>
<dd>number of diff k elements to consider</dd>


<dt>type</dt>
<dd>type of robust variance estimator (MAD, S or Q)</dd>


<dt>sdEta</dt>
<dd>if sdEta = FALSE there is no random walk</dd>

</dl>

bestParameters: bestParameters

Description

Usage

Value

Arguments

Examples