list_estimator

A vector of floats corresponding to the piecewise stationary sample where the retrospective changes are to be sought

sample

A real number between 0 and 1 corresponding to a lower-bound on the minimum normalized length of the stationary segments (as percentage of total sample length)

minimum_distance

Returns the position of changepoints in the sequence. NOTE: PyChest needs to be installed first by calling `install_PyChest'.

Provides algorithms to locate multiple
distributional change-points in piecewise stationary time series. The
algorithms are provably consistent, even in the presence of long-range
dependencies. Knowledge of the number of change-points is not
required. The code is written in Go and interfaced with R.

list_estimator: list_estimator

Description

Usage

Arguments

Value

References