View source: R/fastcpd_wrappers.R
fastcpd_mean | R Documentation |
fastcpd_mean()
and fastcpd.mean()
are wrapper
functions of fastcpd()
to find the mean change. The function is
similar to fastcpd()
except that the data is by default a matrix or
data frame or a vector with each row / element as an observation and thus a
formula is not required here.
fastcpd_mean(data, ...)
fastcpd.mean(data, ...)
data |
A matrix, a data frame or a vector. |
... |
Other arguments passed to |
A fastcpd object.
fastcpd()
if (requireNamespace("mvtnorm", quietly = TRUE)) {
set.seed(1)
p <- 3
data <- rbind(
mvtnorm::rmvnorm(300, mean = rep(0, p), sigma = diag(100, p)),
mvtnorm::rmvnorm(400, mean = rep(50, p), sigma = diag(100, p)),
mvtnorm::rmvnorm(300, mean = rep(2, p), sigma = diag(100, p))
)
result <- fastcpd.mean(data)
summary(result)
}
set.seed(1)
data <- c(rnorm(10000), rnorm(1000) + 1)
(result_time <- system.time(
result <- fastcpd.mean(data, r.progress = FALSE, cp_only = TRUE)
))
result@cp_set
set.seed(1)
data <- c(rnorm(10000), rnorm(10000, 1), rnorm(10000))
(result_time <- system.time(
result <- fastcpd.mean(data, r.progress = FALSE, cp_only = TRUE)
))
result@cp_set
set.seed(1)
data <- c(rnorm(10000), rnorm(10000, 1), rnorm(10000))
(result_time <- system.time(
result <- fastcpd.mean(
data, beta = "BIC", cost_adjustment = "BIC",
r.progress = FALSE, cp_only = TRUE
)
))
result@cp_set
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