changepoints (version 1.1.0)

thresholdBS: Thresholding a BS object with threshold value tau.

Description

Given a BS object, perform thresholding to find the change point locations.

Usage

thresholdBS(BS_object, tau)

Value

A list with the following structure:

BS_tree_trimmed

BS_tree with change points which do not satisfy the thresholding criteria removed

cpt_hat

A matrix contains change point locations, values of corresponding statistic, and levels at which each change point is detected

Arguments

BS_object

A BS object.

tau

A positive numeric scalar of thresholding value.

Author

Haotian Xu

See Also

BS.univar, BS.uni.nonpar, BS.cov, WBS.univar, WBS.uni.nonpar, WBS.multi.nonpar, WBS.network, WBSIP.cov

Examples

y = c(rnorm(100, 0, 1), rnorm(100, 10, 10), rnorm(100, 40, 10))
temp = BS.univar(y, 1, 300, 5)
plot.ts(y)
points(x = tail(temp$S[order(temp$Dval)],4), y = y[tail(temp$S[order(temp$Dval)],4)], col = "red")
thresholdBS(temp, 20)