changepoint.mv (version 1.0.2)

cpts.mv: Multivariate changepoint locations.

Description

Returns a list of vectors containing the multivariate changepoint locations.

Usage

# S4 method for changepoint.mv.mrc.class
cpts.mv(x, p = NULL)

Arguments

x

An S4 object as returned by mrc.

p

The number of most recent changepoints locations to be consisdered. Default value is p=x@pmax where pmax

Value

A list of \(N\) vectors containing the multivariate changepoint locations. Each vector corresponds to an individual variate in the data.

Examples

# NOT RUN {
library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample)
cpts.mv(res)
cpts.mv(res,p=3)

# }