tguh.decomp {breakfast} | R Documentation |
This function performs the Tail-Greedy Unbalanced Haar decomposition of the input vector.
tguh.decomp(x, p = 0.01)
x |
A vector you wish to decompose. |
p |
Specifies the number of region pairs merged in each pass through the data, as the proportion of all remaining region pairs. The default is 0.01. |
The Tail-Greedy Unbalanced Haar decomposition algorithm is described in "Tail-greedy bottom-up data decompositions and fast multiple change-point detection", P. Fryzlewicz (2017), preprint.
A list with the following components:
n |
The length of |
decomp.hist |
The decomposition history: the complete record of the |
tguh.coeffs |
The coefficients of the Tail-Greedy Unbalanced Haar transform of |
Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
tguh.cpt
, tguh.denoise
, tguh.reconstr
rnoise <- rnorm(10) tguh.decomp(rnoise)