random.intervals

The function generates <code>M</code> intervals of the length smaller or equal than <code>max.length</code>, whose endpoints are 
are drawn uniformly without replacements from <code>1</code>,<code>2</code>,..., <code>n</code>. This routine can be
used inside <code>not</code> function and is typically not called directly by the user.

Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.

Yining Chen

Narrowest-Over-Threshold Change-Point Detection

Rafal Baranowski

Piotr Fryzlewicz

random.intervals function

<dl><dt>n</dt>
<dd>a number of endpoints to choose from</dd>
<dt>M</dt>
<dd>a number of intervals to generate</dd>
<dt>min.length</dt>
<dd>an integer specifying minimum interval length</dd>
<dt>max.length</dt>
<dd>an integer specifying maximum interval length</dd>
<dt>...</dt>
<dd>not in use</dd></dl>

Arguments

Generate random intervals — random.intervals

<dl>

<dt>n</dt>
<dd>a number of endpoints to choose from</dd>


<dt>M</dt>
<dd>a number of intervals to generate</dd>


<dt>min.length</dt>
<dd>an integer specifying minimum interval length</dd>


<dt>max.length</dt>
<dd>an integer specifying maximum interval length</dd>


<dt>...</dt>
<dd>not in use</dd>

</dl>

random.intervals: Generate random intervals

Description

Usage

Value

Arguments

See Also

Examples