sbs.make.tree

Grow a binary tree via Sparsified Binary Segmentation

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

sbs.make.tree function

<dl><dt>input</dt>
<dd>input data matrix, with each row representing the component time series or their transformation</dd>
<dt>tau</dt>
<dd>scaling terms the rows of <code>input</code></dd>
<dt>thr, trim, height</dt>
<dd>see <code>sbs.alg</code></dd></dl>

Arguments

Growing a binary tree for SBS algorithm — sbs.make.tree

<dl>

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


<dt>tau</dt>
<dd>scaling terms the rows of <code>input</code></dd>


<dt>thr, trim, height</dt>
<dd>see <code>sbs.alg</code></dd>

</dl>

sbs.make.tree: Growing a binary tree for SBS algorithm

Description

Usage

Value

Arguments