
PELT.meanvar.exp(data, pen=0)
PELT Algorithm: Killick, R. and Fearnhead, P. and Eckley, I.A. (2011) An exact linear time search algorithm for multiple changepoint detection, Submitted
PELT.meanvar.norm
,PELT.meanvar.gamma
,cpt.meanvar
,binseg.meanvar.exp
,multiple.meanvar.exp
,single.meanvar.exp
,segneigh.meanvar.exp
# Example of multiple changes in mean and variance at 50,100,150 in simulated Exponential data
set.seed(1)
x=c(rexp(50,rate=1),rexp(50,rate=3),rexp(50,rate=1),rexp(50,rate=10))
PELT.meanvar.exp(x,pen=2*log(200)) # returns c(53,100,150,200)
# Example no change in rate parameter
set.seed(1)
x=rexp(200,rate=1)
PELT.meanvar.exp(x,pen=2*log(200)) # returns 200 to show no change in mean or variance has been found
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