sel.control

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