mbic.penalty {wbs} | R Documentation |
The function evaluates the penalty term for the Modified Bayes Information Criterion proposed in N. Zhang and D. Siegmund (2007). This routine is typically not called directly by the user; its name can be passed as an argument to changepoints
.
mbic.penalty(n, cpt)
n |
the number of observations |
cpt |
a vector with localisations of change-points |
the penalty term
3/2 * k * log(n)+1/2 * sum_i^k+1 log(l_i)/n,
where k denotes the number of elements in cpt
and l_i are the lengths of the intervals between changepoints in cpt
N. Zhang and D. Siegmund (2007), A modified Bayes information criterion with applications to the analysis of comparative genomic hybridization data, Biometrics.
x <- rnorm(300) + c(rep(1,50),rep(0,250)) w <- wbs(x) w.cpt <- changepoints(w,penalty="mbic.penalty") w.cpt$cpt.ic