Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/ParameterStability.R

Plots the middle detail level of the changepoint parameter stability according to the influence measure.

1 2 | ```
ParameterStability(influence,original.mean=NULL,digits=6,ylab='',xlab='Index',
cpt.col='red',cpt.width=3,...)
``` |

`influence` |
The influence as calculated the |

`original.mean` |
A vector, |

`digits` |
The number of significant figures to round the mean values to before plotting. (Purely to reduce the number of points plotted to make the graphics smaller for storage and loading) |

`ylab, xlab` |
The labels for the x- and y-axis, character vector expected. |

`cpt.col` |
Colour of the original parameter vector when plotted. Any values accepted by the |

`cpt.width` |
Width of the original parameter vector when plotted. Any values accepted by the |

`...` |
Any other arguments to be passed to the |

This function creates a more granular graphic to display the results of a changepoint influence analysis on the estimated segment parameter. The graphic depicts the observed segment parameters under the "delete" or "outlier" Influence analysis. The intensity of the grey denotes how often that parameter values was seen across all segmentations. We overlay this with the original segment parameters.

The function returns a plot (silently).

Rebecca Killick

Wilms I, Killick R, Matteson DS (2021) Graphical Influence Diagnostics for Changepoint Models, *ArxiV: 2107.10572*

`influence`

, `StabilityOverview`

,`LocationStability`

,`InfluenceMap`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
#### Generate Simulated data example ####
set.seed(30)
x=c(rnorm(50),rnorm(50,mean=5),rnorm(1,mean=15),rnorm(49,mean=5),rnorm(50,mean=4))
xcpt = cpt.mean(x,method='PELT') # Get the changepoints via PELT
#### Get the influence for both delete and outlier options ####
x.inf = influence(xcpt)
#### Parameter Stability plot ####
ParameterStability(x.inf, original.mean = rep(param.est(xcpt)$mean,
times=diff(c(0,xcpt@cpts))), las = 1)
# note that the original mean is an n length vector and you can use the above code
# to get this from the original changepoint locations.
``` |

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