R/plot_SKFCPD.R

In SKFCPD: Fast Online Changepoint Detection for Temporally Correlated Data

##########################################################################
## plot_SKFCPD function
## 
## SKFCPD Package
##
## This software is distributed under the terms of the GNU GENERAL
## PUBLIC LICENSE Version 2, April 2013.
##
## Copyright (C) 2023-present Hanmo Li, Yuedong Wang, Mengyang Gu
##  						  
##    
##########################################################################

plot_SKFCPD <- function(x, type = "cp") {
  
  model = x
  n_obs = nrow(model@design)
  output_dim_plot = 1
  
  x_test = as.matrix(as.matrix(model@design)[model@test_start:n_obs,])
  y_test = as.matrix(as.matrix(model@response)[model@test_start:n_obs,output_dim_plot])
  
  temp_df = data.frame(input = x_test,
                       output = y_test)
  
  if (type == "cp"){
    ggplot(temp_df, aes(x = .data$input, y = .data$output))+
      geom_line() +
      theme_bw() +
      geom_vline(xintercept = model@design[model@cp], linetype="dotted", 
                 color = "red", linewidth=1)
  } else if (type == "run_length_posterior"){
    
    run_length_posterior_mat = model@run_length_posterior_mat
    
    runlength_index = apply(run_length_posterior_mat, 2, which.max)
    runlength_df = data.frame(date = temp_df$input,
                              runlength = runlength_index)
    
    run_length_posterior_mat[run_length_posterior_mat<10^(-5)] = 0
    
    d2.df <- melt(t(run_length_posterior_mat), c("x", "Run length"), value.name = "p(Run length)")
    d2.df$input = rep(temp_df$input, length(temp_df$input))
    d2.df$runlength = rep(runlength_index, length(temp_df$input))
    d2.df$`p(Run length)` = d2.df$`p(Run length)` + 10^(-5)
    
    ggplot(data=d2.df,aes(x=.data$input,y=.data$`Run length`,fill=.data$`p(Run length)`))+
      geom_tile()+
      scale_fill_gradient(
        low = "#FFFFFF",
        high = "black",
        na.value = "#FFFFFF",
        aesthetics = "fill",
        trans = "log10",
        guide = guide_colourbar(direction = "horizontal", title.position = "top",
                                label.position="bottom", label.hjust = 0.5, label.vjust = 0.5,
                                label.theme = element_text(angle = 90))
      ) + 
      xlab("Input")+
      ylab("Run length")+
      scale_y_continuous(trans = "reverse")+
      theme_bw()+
      theme(legend.position = c(0.2, 0.3))+
      geom_line(aes(x = .data$input, y = .data$runlength), color = "red", linetype = "dashed", linewidth = 1.5)
  } else{
    stop("The argument type takes values in either cp or run_length_posterior.")
  }
  
}