bandwidths.default

Create bandwidths according to a default function of the sample size

Implementations of MOSUM-based statistical procedures and algorithms for detecting multiple changes in the mean. This comprises the MOSUM procedure for estimating multiple mean changes from Eichinger and Kirch (2018) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.

Haeran Cho

mosum

Moving Sum Based Procedures for Changes in the Mean

Alexander Meier

Claudia Kirch

bandwidths.default function

<dl><dt>n</dt>
<dd>integer representing the sample size</dd>
<dt>d.min</dt>
<dd>integer for the minimal mutual distance of change points that can be expected</dd>
<dt>G.min</dt>
<dd>integer for the minimal allowed bandwidth</dd>
<dt>G.max</dt>
<dd>integer for the maximal allowed bandwidth</dd></dl>

Arguments

Default choice for the set of multiple bandwidths — bandwidths.default

<dl>

<dt>n</dt>
<dd>integer representing the sample size</dd>


<dt>d.min</dt>
<dd>integer for the minimal mutual distance of change points that can be expected</dd>


<dt>G.min</dt>
<dd>integer for the minimal allowed bandwidth</dd>


<dt>G.max</dt>
<dd>integer for the maximal allowed bandwidth</dd>

</dl>

bandwidths.default: Default choice for the set of multiple bandwidths

Description

Usage

Value

Arguments

Details

References

Examples