GetBestBreak {bcpa}  R Documentation 
Finds the single best change point according to the
likelihood function. Used internally within
WindowSweep
.
GetBestBreak(x, t, range = 0.6, ...)
x 
vector of time series values. 
t 
vector of times of measurements associated with x. 
range 
tange of possible breaks. Default (0.6) runs approximately from 1/5th to 4/5ths of the total length of the time series. 
... 
additional parameters to pass to

returns a single row (vector) with elements:
breaks
,tbreaks
,mu1
,sigma1
,rho1
,LL1
,mu2
,sigma2
,rho2
,LL2
,LL
.
The breakpoint is calculated for a range of possible values
of width range*l
(where l
is the length of
the time series). The output of this function feeds
WindowSweep
.
Eliezer Gurarie
WindowSweep
which uses it, and
GetDoubleL
for the likelihood estimation.
# An example with a single break: x < c(arima.sim(list(ar = 0.9), 20) + 10, arima.sim(list(ar = 0.1), 20)) t < 1:length(x) plot(t,x, type="l") (bb < GetBestBreak(x,t, tau=FALSE)) abline(v = bb[2], col=2)