cpcens (version 0.1.0)

ind: Most recent changepoint using ind method

Description

Analyzing each series in the panel independently (IND) method that is the simplest one to analyze all the series independently in the panel data and in each given series estimate the most recent changepoint. We use PELT for segmenting a time series into changing means, assumes normally distributed observations with changing mean but constant variance

Usage

ind(data, pen = 0)

Arguments

data

a censored data matrix

pen

(penalty term) default 2*log(n). If pen is equal to zero, penalty term will be equal to 2*log(n)

Value

indicates the most recent changepoint in each series .

Examples

# NOT RUN {
#Default example
library(cpcens)
data("censoredex")
data=censoredex
n=144
N=100
out=ind(data, pen=0)
# }