r_multivariate

Matrix to estimate the multivariate of. Each row is considered to
be an observation, and each column is considered to be a different
variable.

data

If true, omits NAs from the dataset.

na.omit

Estimate the likelihood of a given segment using the discrete multivariate
estimation, but code runs more slowly due to R implementation

Given a likelihood provided by the user, this package applies it
to a given matrix dataset in order to find change points in the data that
maximize the sum of the likelihoods of all the segments. This package provides
a handful of algorithms with different time complexities and assumption compromises
so the user is able to choose the best one for the problem at hand. The implementation
of the segmentation algorithms in this package are based on the paper by Bruno M. de Castro,
Florencia Leonardi (2018) <arXiv:1501.01756>. The Berlin
weather sample dataset was provided by Deutscher Wetterdienst <https://dwd.de/>.
You can find all the references in the Acknowledgments section of this package's
repository via the URL below.

Thales Mello

r_multivariate: Logarithmic Discrete Multivariate Likelihood estimation function implemented in R

Description

Usage

Arguments

Value

Details