What does cppelt function do in findchangepts

Hi there,

I am using findchangepts function and would like to know how the cp and residue are calculated in [cp, residue] = cppelt(x, penalty, Lmin, statistic); When I click on cppelt function, there is no script. Can you please guide me to the source code for cppelt.

Thanks for your help in advance.

Best regards,

Mehrangiz Ashiri

Answer 1

[Steven Lord]

which -all cppelt

/MATLAB/toolbox/signal/signal/private/cppelt.mexa64  % Private to signal

This is a private helper MEX-file in Signal Processing Toolbox. I don't believe we distribute the source code for that MEX-file.

[Mehrangiz]

Hello Steven,

Thanks for your reply. I appreciate it.

I understand, would you be kind to elaborate what this function does? How does it determine the cp and residue?