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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