cpt-class | R Documentation |
A class for changepoint objects.
Objects can be created by calls of the form new("cpt", ...)
.
new("cpt", ...)
:creates a new object with class cpt
data.set
:Object of class "ts"
, a coerced time series of the original data.
cpttype
:Object of class "character"
, the type of changepoint that was identified.
method
:Object of class "character"
, the method that was used to search for changepoints.
test.stat
:Object of class "character"
, the test statistic for the analysis of the data.
pen.type
:Object of class "character"
, the penalty type specified in the analysis.
pen.value
:Object of class "numeric"
, the value of the penalty used in the analysis.
minseglen
:Object of class "numeric"
, the minimum segment length (no. of observations between changepoints) used in the analysis.
cpts
:Object of class "numeric"
, vector of changepoints identified.
ncpts.max
:Object of class "numeric"
, maximum number of changepoint that can be identified.
param.est
:Object of class "list"
, list where each element is a vector of parameter estimates, if requested.
date
:Object of class "character"
, date and time the changepoint analysis was run.
version
:Object of class "character"
, version number of the package used when the analysis was run.
signature(object = "cpt")
: retrieves cpts slot
signature(object = "cpt")
: retrieves cpttype slot
signature(object = "cpt")
: retrieves vector version of data.set slot
signature(object = "cpt")
: retrieves time series version of data.set slot
signature(object = "cpt")
: retrieves test.stat slot
signature(object = "cpt")
: retrieves ncpts.max slot
signature(object = "cpt")
: retrieves method slot
signature(object = "cpt")
: retrieves minseglen slot
signature(object = "cpt")
: retrieves param.est slot
signature(object = "cpt")
: retrieves pen.type slot
signature(object = "cpt")
: retrieves pen.value slot
signature(object = "cpt")
: replaces cpts slot
signature(object = "cpt")
: replaces cpttype slot
signature(object = "cpt")
: replaces data.set slot
signature(object = "cpt")
: replaces test.stat slot
signature(object = "cpt")
: replaces ncpts.max slot
signature(object = "cpt")
: replaces method slot
signature(object = "cpt")
: replaces minseglen slot
signature(object = "cpt")
: replaces param.est slot
signature(object = "cpt")
: replaces pen.type slot
signature(object = "cpt")
: replaces pen.value slot
signature(object = "cpt")
: prints details of the cpt object including summary
signature(object = "cpt")
: prints a summary of the cpt object
signature(object = "cpt")
: plots the cpt object with changepoints highlighted
signature(object = "cpt")
: calculates the parameter estimates for the cpt object
signature(object = "cpt")
: returns the overall log-likelihood of the cpt object
Rebecca Killick
data.set-methods
,cpts-methods
,cpt.reg
,cpt.mean
,cpt.var
,cpt.meanvar
showClass("cpt") # shows the structure of the cpt class
x=new("cpt") # creates a new object with the cpt class defaults
cpts(x) # retrieves the cpts slot from x
cpts(x)<-c(10,50,100) # replaces the cpts slot from x with c(10,50,100)
# Example of a change in variance at 100 in simulated normal data
set.seed(1)
x=c(rnorm(100,0,1),rnorm(100,0,10))
ans=cpt.var(x)
print(ans) # prints details of the analysis including a summary
summary(ans)
plot(ans) # plots the data with change (vertical line) at 100
logLik(ans) # raw likelihood of the data with changepoints, second value is likelihood + penalty
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