decp (version 0.1.2)

mle_change_point_detection: MLE Change Point Detection

Description

Maximum likelihood estimation change point detection.

Usage

mle_change_point_detection(input_data, verbose = TRUE)

Value

An object of class 'mle_change_point_result' containing the index of the change point estimate, its MLE value, and the MLE data.

Arguments

input_data

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.

verbose

Logical value indicating whether to print messages during the function execution. Default is TRUE.

Examples

# Example usage
data <- matrix(rnorm(1000), ncol = 10)
tau_range <- 30:(nrow(data) - 30)
result <- mle_change_point_detection(data)
print(result)