tri.kern

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

tri.kern function

<dl><dt>h</dt>
<dd>bandwidth</dd>
<dt>len</dt>
<dd>desired length of the vector containing the flat-top kernel</dd></dl>

Arguments

Flat-top kernel — tri.kern

<dl>

<dt>h</dt>
<dd>bandwidth</dd>


<dt>len</dt>
<dd>desired length of the vector containing the flat-top kernel</dd>

</dl>

tri.kern: Flat-top kernel

Description

Usage

Value

Arguments