pvar (version 1.0.6)

ChangePointsId: Change Points of a numeric vector.

Description

Finds changes points in the numeric vector.

Usage

ChangePointsId(x)

Arguments

x

a numeric vector.

Value

• The vector of index of change points.

Details

The end points of the vector will be always included in the results.

Examples

# as long as 1:10 is monotonic vector, 
# the results are only the end points of the vector.
ChangePointsId(1:10)

# there is one change point in the middle that can by find by	
ChangePointsId(c(1:10,9:1))	
which.max(c(1:10,9:1))	

# To illustrate that it relay does, 
# let look at random processes with illustration:
x = rwiener(1, 30)
plot(1:31, x, type="l")
CId = ChangePointsId(x)
lines(CId, x[CId], col=3)
points(CId, x[CId], col=2, pch=19)