update,cpss-method

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

update,cpss-method function

<dl><dt>object</dt>
<dd>object from cpss</dd>
<dt>dim_update</dt>
<dd>model dimension to update</dd>
<dt>cpss</dt>
<dd>cpss class</dd></dl>

Arguments

update method — update,cpss-method

<dl>

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


<dt>dim_update</dt>
<dd>model dimension to update</dd>


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

</dl>

update,cpss-method: update method

Description

Usage

Arguments