mosum.bootstrap

Module Contents

Functions

confint_mosum_cpts(object[, parm, level, N_reps])
confint_multiscale_cpts(object[, parm, level, N_reps])
cpts_bootstrap(mcpts, N_reps, level)
mean_help(x, l, r)	helping function for bootstrap (compute local means)
get_k_star(x_star, k_hat, G_l, G_r, G_ll, G_rr)	Compute bootstrapped mosum statistic and return maximum position thereof
bootstrapped_timeSeries(cpts, x)	Obtain bootstrap replicate of time series
cpts_bootstrap_help(cpts_info, x, N_reps)	Helping function to get bootstrap replicates of change point estimates

mosum.bootstrap.confint_mosum_cpts(object, parm: str = 'cpts', level: float = 0.05, N_reps: int = 1000)

mosum.bootstrap.confint_multiscale_cpts(object, parm: str = 'cpts', level: float = 0.05, N_reps: int = 1000)

mosum.bootstrap.cpts_bootstrap(mcpts, N_reps, level)

mosum.bootstrap.mean_help(x, l, r)

helping function for bootstrap (compute local means)

mosum.bootstrap.get_k_star(x_star, k_hat, G_l, G_r, G_ll, G_rr)

Compute bootstrapped mosum statistic and return maximum position thereof

mosum.bootstrap.bootstrapped_timeSeries(cpts, x)

Obtain bootstrap replicate of time series

mosum.bootstrap.cpts_bootstrap_help(cpts_info, x, N_reps)

Helping function to get bootstrap replicates of change point estimates