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. 2016 Jul 28;27(5):1293–1305. doi: 10.1007/s11222-016-9687-5

Table 2.

Over-segmentation and under-segmentation errors, and the number of changepoints detected for NCMD, NMCD+ and ED-PELT. Values in the table are mean (standard errors in parentheses) for 100 replications

Over Segmentation error Under Segmentation error Number of detected changepoints
NMCD NMCD+ ED-PELT NMCD NMCD+ ED-PELT NMCD NMCD+ ED-PELT
(I)
   N(0, 1) 1.080 (0.055) 1.170 (0.042) 1.280 (0.063) 1.080 (0.055) 1.170 (0.042) 1.280 (0.063) 11.000 (0.000) 11.000 (0.000) 11.000 (0.000)
   t(3) 2.850 (0.096) 3.120 (0.097) 2.530 (0.077) 14.420 (0.822) 5.000 (0.382) 2.860 (0.093) 11.560 (0.091) 11.040 (0.020) 11.100 (0.036)
   χ(3)2 0.970 (0.029) 2.290 (0.059) 0.990 (0.032) 2.490 (0.343) 2.290 (0.059) 1.030 (0.033) 11.070 (0.033) 11.000 (0.000) 11.030 (0.017)
(II)
   N(0, 1) 5.160 (0.194) 8.660 (0.217) 4.860 (0.175) 13.680 (0.768) 12.080 (0.494) 5.780 (0.269) 4.290 (0.057) 4.090 (0.032) 4.060 (0.028)
   t(3) 9.940 (0.286) 12.760 (0.267) 10.980 (0.354) 23.830 (0.896) 23.450 (0.764) 16.280 (0.622) 4.590 (0.091) 4.300 (0.063) 4.160 (0.047)
   χ(3)2 6.800 (0.242) 9.630 (0.247) 7.090 (0.238) 7.730 (0.317) 10.310 (0.320) 7.090 (0.238) 4.070 (0.029) 4.010 (0.010) 4.000 (0.000)
(III)
2.730 (0.076) 5.730 (0.152) 3.030 (0.104) 4.730 (0.386) 6.000 (0.165) 3.240 (0.121) 3.060 (0.028) 3.020 (0.014) 3.010 (0.010)