View source: R/fastcpd_wrappers.R
fastcpd_variance | R Documentation |
fastcpd_variance()
and fastcpd.variance()
are wrapper
functions of fastcpd()
to find the variance 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_variance(data, ...)
fastcpd.variance(data, ...)
data |
A matrix, a data frame or a vector. |
... |
Other arguments passed to |
A fastcpd object.
fastcpd()
set.seed(1)
data <- c(rnorm(300, 0, 1), rnorm(400, 0, 100), rnorm(300, 0, 1))
result <- fastcpd.variance(data)
summary(result)
if (requireNamespace("mvtnorm", quietly = TRUE)) {
set.seed(1)
p <- 3
result <- fastcpd.variance(
rbind(
mvtnorm::rmvnorm(
300, rep(0, p), crossprod(matrix(runif(p^2) * 2 - 1, p))
),
mvtnorm::rmvnorm(
400, rep(0, p), crossprod(matrix(runif(p^2) * 2 - 1, p))
),
mvtnorm::rmvnorm(
300, rep(0, p), crossprod(matrix(runif(p^2) * 2 - 1, p))
)
)
)
summary(result)
}
set.seed(1)
data <- c(rnorm(3000, 0, 1), rnorm(3000, 0, 2), rnorm(3000, 0, 1))
(result_time <- system.time(
result <- fastcpd.variance(data, r.progress = FALSE, cp_only = TRUE)
))
result@cp_set
set.seed(1)
data <- c(rnorm(3000, 0, 1), rnorm(3000, 0, 2), rnorm(3000, 0, 1))
(result_time <- system.time(
result <- fastcpd.variance(
data, beta = "BIC", cost_adjustment = "BIC",
r.progress = FALSE, cp_only = TRUE
)
))
result@cp_set
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