What is the meaning of 'Threshold' if I use the 'ischange' function?
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I want to use the function 'ischange' and there is a feature, which is called 'Threshold'. Unfortunately I do not know what 'Threshold' is doing with my dataset. If I use the value 500 or 1000, then I get few outputs. If I use the value 50 or 100, then I get lots of values.
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Star Strider
on 15 May 2020
The Threshold name-value pair argument is not well-documented, other than that it ‘defines the number of detected change points’, and its effect appears to depend on the method used.
For that reason, I do not routinely use it as the only criterion for the change points. With respect to the 'linear' method, I find it easier to create logical indices into the data that correspond to the slope (second output) values returned, and occasionally the intercepts (third output), depending on what I want to do.
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