cpcens (version 0.1.0)

PELT.MV: Most recent changepoints from MV method.

Description

Detecting most recent changepoints from MV methd (Lavielle and Teyssiere, 2006) deal with multivariate data which is modeling the data within each segment as a multivariate (MV) Gaussian having a given covariance.

Usage

PELT.MV(data, beta = 101 * log(dim(data)[2]))

Arguments

data

a censored data matrix.

beta

default 101*log(dim(data)[2])). Here dim(data)[2] means consider size(length) of series (n).

Value

indicates the most recent changepoint in each series .

Examples

# NOT RUN {
# example
library(cpcens)
data("censoredex")
data=censoredex
N=100
n=144
pmv = PELT.MV( data , 101*log(dim(data)[2]) )
mv.chpts =  rep( rev( pmv$cpts )[1] , N )
# }