cpss-class

cpss: an S4 class which collects data and information required for further change-point analyses and summaries

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
user-customized change-point models with one's own cost function and
parameter estimation routine. It is easy to get started with the
cpss.* set of functions by accessing their documentation pages
(e.g., ?cpss).

Guanghui Wang

cpss

Change-Point Detection by Sample-Splitting Methods

Changliang Zou

cpss-class function

<dl>
<dt><code>dat</code></dt>
<dd>ANY.</dd></dl>
<dt><code>mdl</code></dt>
<dd>character.</dd>
<dt><code>algo</code></dt>
<dd>character.</dd>
<dt><code>algo_param_dim</code></dt>
<dd>numeric.</dd>
<dt><code>SC</code></dt>
<dd>character.</dd>
<dt><code>ncps</code></dt>
<dd>integer.</dd>
<dt><code>pelt_pen</code></dt>
<dd>numeric.</dd>
<dt><code>cps</code></dt>
<dd>numeric.</dd>
<dt><code>params</code></dt>
<dd>list.</dd>
<dt><code>S_vals</code></dt>
<dd>numeric.</dd>
<dt><code>SC_vals</code></dt>
<dd>matrix.</dd>
<dt><code>call</code></dt>
<dd>list.</dd>
<dt><code>update_inputs</code></dt>
<dd>list.</dd>

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cpss: an S4 class which collects data and information required for further change-point analyses and summaries — cpss-class

<dl>
<dt><code>dat</code></dt>
<dd>ANY.</dd>


<dt><code>mdl</code></dt>
<dd>character.</dd>


<dt><code>algo</code></dt>
<dd>character.</dd>


<dt><code>algo_param_dim</code></dt>
<dd>numeric.</dd>


<dt><code>SC</code></dt>
<dd>character.</dd>


<dt><code>ncps</code></dt>
<dd>integer.</dd>


<dt><code>pelt_pen</code></dt>
<dd>numeric.</dd>


<dt><code>cps</code></dt>
<dd>numeric.</dd>


<dt><code>params</code></dt>
<dd>list.</dd>


<dt><code>S_vals</code></dt>
<dd>numeric.</dd>


<dt><code>SC_vals</code></dt>
<dd>matrix.</dd>


<dt><code>call</code></dt>
<dd>list.</dd>


<dt><code>update_inputs</code></dt>
<dd>list.</dd>


</dl>

cpss-class: cpss: an S4 class which collects data and information required for further change-point analyses and summaries

Description

Arguments

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