[R] Yamamoto test in BreakPoints package

Nick Wray n|ckmwr@y @end|ng |rom gm@||@com
Thu Oct 19 09:25:39 CEST 2023


Hello I’m not sure whether this strictly speaking counts as an R-help query
but anyway…  I have been using the Yamamoto test in the BreakPoints package
to find breakpoints in flow data for Scottish rivers.  However, I can’t
really just use the Yamamoto test as a “black box” ie data in, data out --
I need to find the actual algorithm which the Yamamoto test uses, either in
algebraic form or as R code, but despite exhaustive searching I can’t find
it.  I’ve tried to find a Github repository and various other things but
nothing comes up to give detailed information about the Yamamoto test as in
the package.  The original 1985 paper

 Climatic Jump: A Hypothesis in Climate Diagnosis

Ryozaburo Yamamoto
<https://www.jstage.jst.go.jp/search/global/_search/-char/en?item=8&word=Ryozaburo+Yamamoto>
, Tatsuya Iwashima
<https://www.jstage.jst.go.jp/search/global/_search/-char/en?item=8&word=Tatsuya+Iwashima>
, Sanga-Ngoie Kazadi
<https://www.jstage.jst.go.jp/search/global/_search/-char/en?item=8&word=Sanga-Ngoie+Kazadi>
, Makoto Hoshiai
<https://www.jstage.jst.go.jp/search/global/_search/-char/en?item=8&word=Makoto+Hoshiai>



 which is cited on the CRAN R info BreakPoints: Identify Breakpoints in
Series of Data (r-project.org)
<https://cran.r-project.org/web/packages/BreakPoints/BreakPoints.pdf>
doesn’t give any details.


There is another paper by Yamamoto et al (1987) Proc. NIPR Symp. Polar
Meteorol. Glaciol., 1, 91-102, 1987 but the method is not very clear and
whether it’s actually what the package does I can’t tell.

There is info about a Toda-Yamamoto causality test but this doesn’t seem to
be the same thing as the Yamamoto test in the R package BreakPoints

If anyone can point me to where either an algebraic algorithm or the R code
is I’d be v grateful

Thanks Nick Wray

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