mosum.stat {mosum} | R Documentation |
MOSUM statistic
Description
Computes the statistical values for the MOSUM test for changes in the mean.
Usage
mosum.stat(
x,
G,
G.right = NA,
var.est.method = "mosum",
var.custom = NULL,
boundary.extension = TRUE
)
Arguments
x |
input data ( |
G |
an integer value for the length of the moving sum window;
|
G.right |
iff |
var.est.method |
how the variance is estimated; possible values are
|
var.custom |
a numeric vector (of the same length as |
boundary.extension |
a logical value indicating whether the boundary values should be filled-up with CUSUM values |
Details
This class only contains the values for the MOSUM statistic. For statistical evaluation and change point extraction, use mosum. See also multiscale.bottomUp and multiscale.localPrune.
Value
S3 mosum.stat
object, which contains the following fields:
x |
the numeric input vector provided |
G.left , G.right |
left and right bandwidths |
var.est.method , var.custom , boundary.extension |
input parameters |
stat |
a series of MOSUM statistic values; the first |
rollsums |
a series of MOSUM detector values; equals |
var.estimation |
the local variance estimated according to |