isp:
Initial Screening Procedure for Detecting Multiple Change-points
Description
Initial screening procedure to exclude most of the inrelevant points based on
the Cramer-Von Mises two-sample test statistics,
thus NMCD is implemented in a much lower dimensional space.
Usage
isp(x, n = length(x), an = as.integer(log(n)^1.5/2))
Arguments
x
the data vector.
n
the length of the data.
an
an appropriate integer which is the length of each subsequence of the data.