Description Usage Arguments Value Author(s) See Also Examples
View source: R/changeDetected.R
Tests whether an existing Change Point Model (CPM) S4 object has encountered a change point. It returns TRUE
if a change has been encountered, otherwise FALSE
.
Note that this function is part of the S4 object section of the cpm
package, which allows for more precise control over the change detection process. For many simple change detection applications this extra complexity will not be required, and the detectChangePoint
and processStream
functions should be used instead.
For a fuller overview of this function including a description of the CPM framework and examples of how to use the various functions, please consult the package manual "Parametric and Nonparametric Sequential Change Detection in R: The cpm Package" available from www.gordonjross.co.uk
1 2 | changeDetected(cpm)
|
cpm |
The CPM S4 object which is to be tested for whether a change has occurred. |
TRUE
if a change has been detected, otherwise FALSE
.
Gordon J. Ross gordon@gordonjross.co.uk
makeChangePointModel, processObservation
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | #generate a sequence containing a single change point
x <- c(rnorm(100,0,1),rnorm(100,1,1))
#use a Student CPM
cpm <- makeChangePointModel(cpmType="Student", ARL0=500)
for (i in 1:length(x)) {
#process each observation in turn
cpm <- processObservation(cpm,x[i])
if (changeDetected(cpm)) {
print(sprintf("change detected at observation %s",i))
break
}
}
|
[1] "change detected at observation 113"
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