Structural break detection with rectangles

Description

Find structural breaks by fitting it rectangles to a time series. The algorithm is randomised; it uses a genetic algorithms. Therefore, the break point sequence found can be different in different executions of the method on the same data, especially when used on longer series of some thousand observations.

Usage

computeRectangles(series,alpha)

Arguments

Value

The rectangles found by the algorithm as a k \times 4 matrix of doubles. Each row is of length 4, describing one rectangle, R_i =[llx,lly,urx,ury], where (llx,lly) is the lower left corner of the rectangle and (urx,ury) is the upper right corner.

Author(s)

Paul Fischer and Astrid Hilbert

Examples

series <- c(1,2,1,2,1,2,5,6,5,6,5,6)
alpha <- 0.25
rects <- computeRectangles(series,alpha)
rects

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(SBRect)
Loading required package: rJava
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/SBRect/computeRectangels.Rd_%03d_medium.png", width=480, height=480)
> ### Name: computeRectangles
> ### Title: Structural break detection with rectangles
> ### Aliases: computeRectangles
> ### Keywords: break points
> 
> ### ** Examples
> 
> series <- c(1,2,1,2,1,2,5,6,5,6,5,6)
> alpha <- 0.25
> rects <- computeRectangles(series,alpha)
> rects
     [,1] [,2] [,3] [,4]
[1,]    0    1    5    2
[2,]    6    5   11    6
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>