mdl&lt;-

mdl,cpss-method

mdl&lt;-,cpss-method

Generic functions and methods: mdl

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

mdl function

<dl><dt>x</dt>
<dd>object from cpss</dd>
<dt>value</dt>
<dd>value assigned to x</dd></dl>

Arguments

Generic functions and methods: mdl — mdl

<dl>

<dt>x</dt>
<dd>object from cpss</dd>


<dt>value</dt>
<dd>value assigned to x</dd>

</dl>

mdl: Generic functions and methods: mdl

Description

Usage

Arguments