cpts.mr-methods: Most recent changepoint locations.

In changepoint.mv: Changepoint Analysis for Multivariate Time Series

Description

Returns a list of vectors containing the most recent changepoint locations.

Usage

## S4 method for signature 'changepoint.mv.mrc.class'
cpts.mr(x, p = x@pmax)

Arguments

x	An S4 object as returned by mrc.
p	The number of most recent changepoints locations to be considered. Default value is p=x@pmax where pmax is the value specified when mrc was called.

Value

A data frame containing the most recent changepoint locations and the the variates corresponding to those locations.

Examples

library(changepoint.mv)
data(mrcexample)
res<-mrc(mrcexample)
cpts.mr(res)
cpts.mr(res,p=2)

changepoint.mv documentation built on Aug. 7, 2020, 5:06 p.m.