tool4

dat&lt;-,cpss-method

mdl&lt;-,cpss-method

algo&lt;-,cpss-method

algo_param_dim&lt;-,cpss-method

SC&lt;-,cpss-method

ncps&lt;-,cpss-method

pelt_pen&lt;-,cpss-method

cps&lt;-,cpss-method

params&lt;-,cpss-method

S_vals&lt;-,cpss-method

SC_vals&lt;-,cpss-method

upcalle.inputs&lt;-,cpss-method

value

cpss

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

Change-Point Detection by Sample-Splitting Methods

Changliang Zou

tool4 function

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

Arguments

tool4 — tool4

<dl>

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


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


<dt>cpss</dt>
<dd>cpss</dd>

</dl>

tool4: tool4

Description

Usage

Arguments