Add alternative statistics for choosing optimal number of breakpoints

bfast2 / strucchangeRcpp

A speed-optimised fork of the R package strucchange

GNU General Public License v3.0

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Add alternative statistics for choosing optimal number of breakpoints #7

Closed GreatEmerald closed 3 years ago

GreatEmerald commented 4 years ago

At the moment, BIC is used for choosing the optimal breakpoints. But there are a few stronger statistics that would allow selecting fewer breaks, which may be handy to use.

GreatEmerald commented 4 years ago

Implemented LWZ as per suggestion from Achim in https://github.com/bfast2/strucchange/commit/9349fcc357100b9292cc2cc70922a71e695aadac - will add a PR once I implement selection by LWZ

GreatEmerald commented 3 years ago

Fixed as per #8.