bic.penalty {wbs} | R Documentation |
The function evaluates the penalty term for the standard Bayesian Information Criterion applied to the change-point detection problem. This routine is typically not called directly by the user; its name can be passed as an argument to changepoints
.
bic.penalty(n, cpt)
n |
the number of observations |
cpt |
a vector with localisations of change-points |
the penalty term k * log(n) where k denotes the number of elements in cpt
x <- rnorm(300) + c(rep(1,50),rep(0,250)) w <- wbs(x) w.cpt <- changepoints(w,penalty="bic.penalty") w.cpt$cpt.ic x <- rnorm(300) + c(rep(1,50),rep(0,250)) w <- wbs(x) w.cpt <- changepoints(w,penalty="bic.penalty") w.cpt$cpt.ic