sel.control

the criterion to be used to perform model selection.

type

if <code>type="rss"</code> the optimal model is selected when the residual sum of squares decreases
by the threshold <code>S</code>.

if <code>type="bic"</code> a character string (as a function of <code>'n'</code>) to specify to generalized BIC.
If <code>Cn=1</code> the standard BIC is used.

which procedure should be used to perform model selection? The value of <code>alg</code> is
passed to the argument <code>'type'</code> of <code>lars</code>.

logical indicating if the number of changepoints should be computed in the model df.

edf.psi

Auxiliary function as user interface for model selection. Typically
 only used when calling 'jumpointsVar'

 regression

Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.

Gianluca Sottile

changepointsVar

Change-Points Detections for Changes in Variance

Giada Adelfio

sel.control function

<dl> <dt>type</dt>
<dd>the criterion to be used to perform model selection.</dd> <dt>S</dt>
<dd>if <code>type="rss"</code> the optimal model is selected when the residual sum of squares decreases
by the threshold <code>S</code>.</dd> <dt>Cn</dt>
<dd>if <code>type="bic"</code> a character string (as a function of <code>'n'</code>) to specify to generalized BIC.
If <code>Cn=1</code> the standard BIC is used.</dd> <dt>alg</dt>
<dd>which procedure should be used to perform model selection? The value of <code>alg</code> is
passed to the argument <code>'type'</code> of <code>lars</code>.</dd> <dt>edf.psi</dt>
<dd>logical indicating if the number of changepoints should be computed in the model df.</dd></dl>

Arguments

Gianluca Sottile
Maintainer: Gianluca Sottile &lt;gianluca.sottile@unipa.it&gt;

Author

Auxiliary function for controlling model selection — sel.control

<dl>

 <dt>type</dt>
<dd>the criterion to be used to perform model selection.</dd>

 <dt>S</dt>
<dd>if <code>type="rss"</code> the optimal model is selected when the residual sum of squares decreases
by the threshold <code>S</code>.</dd>

 <dt>Cn</dt>
<dd>if <code>type="bic"</code> a character string (as a function of <code>'n'</code>) to specify to generalized BIC.
If <code>Cn=1</code> the standard BIC is used.</dd>

 <dt>alg</dt>
<dd>which procedure should be used to perform model selection? The value of <code>alg</code> is
passed to the argument <code>'type'</code> of <code>lars</code>.</dd>

 <dt>edf.psi</dt>
<dd>logical indicating if the number of changepoints should be computed in the model df.</dd>

</dl>

sel.control: Auxiliary function for controlling model selection

Description

Usage

Value

Arguments

Author

Details

See Also