tool2

dat&lt;-

mdl&lt;-

algo&lt;-

algo_param_dim&lt;-

SC&lt;-

ncps&lt;-

pelt_pen&lt;-

cps&lt;-

params&lt;-

S_vals&lt;-

SC_vals&lt;-

upcalle.inputs&lt;-

value

Implements multiple change searching algorithms for a variety of
frequently considered parametric change-point models. In particular, it
integrates a criterion proposed by Zou, Wang and Li (2020)
<doi:10.1214/19-AOS1814> to select the number of change-points in a
data-driven fashion. Moreover, it also provides interfaces for
users-customized change-point models with their own cost function and
estimation routines.

Guanghui Wang

cpss

Change-Point Detection by Sample-Splitting Methods

Changliang Zou

tool2 function

<dl><dt>x</dt>
<dd>x</dd>
<dt>value</dt>
<dd>value</dd></dl>

Arguments

tool2 — tool2

<dl>

<dt>x</dt>
<dd>x</dd>


<dt>value</dt>
<dd>value</dd>

</dl>

tool2: tool2

Description

Usage

Arguments