fastcpd-class | R Documentation |
fastcpd()
This S4 class stores the output from fastcpd()
and
fastcpd.family. A fastcpd object consist
of several slots including the call to fastcpd()
, the data used, the
family of the model, the change points, the cost values, the residuals, the
estimated parameters and a boolean indicating whether the model was fitted
with only change points or with change points and parameters, which you can
select using @
.
call
The call of the function.
data
The data passed to the function.
order
The order of the time series model.
family
The family of the model.
cp_set
The set of change points.
cost_values
The cost function values for each segment.
residuals
The residuals of the model with change points. Used only for built-in families.
thetas
The estimated parameters for each segment. Used only for built-in families.
cp_only
A boolean indicating whether fastcpd()
was run to return
only the change points or the change points with the estimated parameters
and cost values for each segment.
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