summary.MFT: summary.MFT

In MFT: The Multiple Filter Test for Change Point Detection

Description

Summary method for class 'mft'.

Usage

## S3 method for class 'MFT'
summary(object, ...)

Arguments

object	object of class MFT
...	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, plot.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)
summary(mft)

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