plot.MFT: plot.MFT

In MFT: The Multiple Filter Test for Change Point Detection

Description

Plot method for class 'mft'.

Usage

## S3 method for class 'MFT'
plot(x, col = NULL, ylab1 = NULL, ylab2 = NULL,
  cex.legend = 1.2, cex.diamonds = 1.4, main = TRUE, plot.Q = TRUE,
  plot.M = TRUE, plot.h = TRUE, breaks = NULL, wid = NULL, ...)

Arguments

x	object of class MFT
col	"gray" or vector of colors of length(H). Colors for (G_ht) plot, default: NULL -> rainbow colors from blue to red
ylab1	character, ylab for 1. graphic
ylab2	character, ylab for 2. graphic
cex.legend	numeric, size of annotations in plot
cex.diamonds	numeric, size of diamonds that indicate change points
main	logical, indicates if title and subtitle are plotted
plot.Q	logical, indicates if rejection threshold Q is plotted
plot.M	logical, indicates if test statistic M is plotted
plot.h	logical, indicates if a legend for the window set H is plotted
breaks	integer, >0, number of breaks in rate histogram
wid	integer, >0, width of bars in variance histogram
...	additional parameters

Author(s)

Michael Messer, Stefan Albert, Solveig Plomer and Gaby Schneider

References

Michael Messer, Marietta Kirchner, Julia Schiemann, Jochen Roeper, Ralph Neininger and Gaby Schneider (2014). A multiple filter test for the detection of rate changes in renewal processes with varying variance. The Annals of Applied Statistics 8(4): 2027-67 <doi:10.1214/14-AOAS782>

See Also

MFT.rate, MFT.variance, MFT.mean, MFT.peaks, summary.MFT

Examples

# Rate change detection in Poisson process 
# with three change points (at t = 250, 600 and 680)
set.seed(0)
Phi1 <- runif(rpois(1,lambda=390),0,250)
Phi2 <- runif(rpois(1,lambda=380),250,600)
Phi3 <- runif(rpois(1,lambda=200),600,680)
Phi4 <- runif(rpois(1,lambda=400),680,1000)
Phi  <- sort(c(Phi1,Phi2,Phi3,Phi4)) 
mft  <- MFT.rate(Phi)
plot(mft)

MFT documentation built on May 2, 2019, 10:58 a.m.