dcbs.branch

Grow a branch of the binary tree for the Double CUSUM Binary Segmentation without thresholding

internal

Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.

Haeran Cho

hdbinseg

Change-Point Analysis of High-Dimensional Time Series via Binary
Segmentation

Piotr Fryzlewicz

dcbs.branch function

<dl><dt>input</dt>
<dd>input data matrix, with each row representing the component time series or their transformation</dd>
<dt>phi, trim</dt>
<dd>see <code>dcbs.alg</code></dd>
<dt>s, e</dt>
<dd>start and end of the interval of consideration at a given iteration</dd></dl>

Arguments

Growing a branch for DCBS algorithm — dcbs.branch

<dl>

<dt>input</dt>
<dd>input data matrix, with each row representing the component time series or their transformation</dd>


<dt>phi, trim</dt>
<dd>see <code>dcbs.alg</code></dd>


<dt>s, e</dt>
<dd>start and end of the interval of consideration at a given iteration</dd>

</dl>

dcbs.branch: Growing a branch for DCBS algorithm

Description

Usage

Value

Arguments