search.b

Searches for a change-point in a branch of a binary tree grown by the 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

search.b function

<dl><dt>stat</dt>
<dd>aggregated CUSUM statistics</dd>
<dt>trim</dt>
<dd>see <code>sbs.alg</code></dd></dl>

Arguments

Searching for a change-point in a branch — search.b

<dl>

<dt>stat</dt>
<dd>aggregated CUSUM statistics</dd>


<dt>trim</dt>
<dd>see <code>sbs.alg</code></dd>

</dl>

search.b: Searching for a change-point in a branch

Description

Usage

Value

Arguments