View source: R/ChangePointSummary.R
ChangePointSummary | R Documentation |
Produces a summary of change points for a "flat" analysis, identifying phases (periods between change points) with estimated parameters, clustering neighboring ones according to a kernel density of the windowsweep breaks.
ChangePointSummary(windowsweep, clusterwidth = 1, tau = TRUE)
windowsweep |
a |
clusterwidth |
the temporal range within which change points are considered to be within the same cluster. Corresponds to the bandwidth of the density of the break distribution. |
tau |
logical, whether to estimate the characteristic time tau (preferred) or not. If FALSE, the autocorrelation parameter rho is calculated. |
a list containing two elements:
breaks |
a data frame containing columns: |
phases |
a data frame containing columns |
Eliezer Gurarie
WindowSweep
if(!exists("Simp.VT")){ data(Simp) Simp.VT <- GetVT(Simp)} if(!exists("Simp.ws")) Simp.ws <- WindowSweep(Simp.VT, "V*cos(Theta)", windowsize = 50, windowstep = 1, progress=TRUE) # too many change points: ChangePointSummary(Simp.ws) # about the right number of change points: ChangePointSummary(Simp.ws, clusterwidth=3)
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