adjusted_ratio_bin_seg

Adjusted ratio binary segmentation.

Provides a comprehensive approach for identifying and estimating change points in multivariate time series through various statistical methods. Implements the multiple change point detection methodology from Ryan & Killick (2023) <doi:10.1080/00401706.2023.2183261> and a novel estimation methodology from Fotopoulos et al. (2023) <doi:10.1007/s00362-023-01495-0> generalized to fit the detection methodologies. Performs both detection and estimation of change points, providing visualization and summary information of the estimation process for each detected change point.

Vasileios Pavlopoulos

decp

Complete Change Point Analysis

Hieu Pham

Paras Bhatt

Yi Tan

Ravi Patnayakuni

adjusted_ratio_bin_seg function

<dl><dt>input_data</dt>
<dd>A numeric matrix of observations for multivariate time series
data where the dimension is not greater than the observations. Date columns should not be inputted.</dd>
<dt>minseglen</dt>
<dd>Minimum segment length for detecting change points.</dd>
<dt>alpha</dt>
<dd>Level of significance for calculating the confidence intervals.</dd></dl>

Arguments

Adjusted Ratio Binary Segmentation — adjusted_ratio_bin_seg

<dl>

<dt>input_data</dt>
<dd>A numeric matrix of observations for multivariate time series
data where the dimension is not greater than the observations. Date columns should not be inputted.</dd>


<dt>minseglen</dt>
<dd>Minimum segment length for detecting change points.</dd>


<dt>alpha</dt>
<dd>Level of significance for calculating the confidence intervals.</dd>

</dl>

adjusted_ratio_bin_seg: Adjusted Ratio Binary Segmentation

Description

Usage

Value

Arguments

Examples