ecp_wrapper: ecp wrapper

In ggchangepoint: Combines Changepoint Analysis with 'ggplot2'

ecp wrapper

Description

The ecp package provides a non-parametric way to detect changepoints. Unlike the changepoint package, it does not assume raw data to have any formal distribution. This wrapper function wraps two functions from the ecp package, i.e., e.divisive() and e.agglo(). Users can use either function by switching the algorithm argument. Before using the wrapper function, seed should be set for the sake of reproducibility.

Usage

ecp_wrapper(data, algorithm = "divisive", min_size = 2, seed = NULL, ...)

Arguments

data	A numeric vector (for univariate) or matrix/data.frame (for multivariate).
algorithm	Either divisive or agglo. divisive is the default.
min_size	Minimum number of observations between change points. By default is 2. This argument is only applied when algorithm = "divisive".
seed	Optional. A seed for reproducibility of the stochastic permutation test. The seed is scoped to this call: .Random.seed is saved and restored, so a seeded call inside a simulation loop does not pin the loop's own stream.
...	Extra arguments to pass on either from e.divisive() or e.agglo().

Value

A tibble includes which point(s) is/are the changepoint along with raw changepoint value corresponding to that changepoint. Changepoint locations follow the ecp package convention: the first index of the right segment. When no changepoint is found, an empty tibble is returned (0 rows). The upstream fit is not retained ($fit is NULL on a ggcpt from cpt_detect(method = "ecp")), because ecp::e.agglo()'s cluster-progression matrix is quadratic in the series length; call the ecp functions directly if you need their full output.

References

\insertRef

james2014ecpggchangepoint

See Also

Other changepoint engines: bcp_wrapper(), beast_wrapper(), bfast_wrapper(), binsegrcpp_wrapper(), bocpd_wrapper(), capa_wrapper(), cpm_wrapper(), cpop_wrapper(), cpt_wrapper(), decafs_wrapper(), envcpt_wrapper(), esac_wrapper(), fabisearch_wrapper(), fastcpd_wrapper(), fcov_wrapper(), fmean_wrapper(), fpop_wrapper(), geomcp_wrapper(), hdcov_wrapper(), hdreg_wrapper(), idetect_wrapper(), inspect_wrapper(), kcp_wrapper(), kwc_wrapper(), mcp_wrapper(), mosum_wrapper(), network_wrapper(), not_wrapper(), npmojo_wrapper(), nsp_wrapper(), ocd_wrapper(), pilliat_wrapper(), segmented_wrapper(), smuce_wrapper(), sn_wrapper(), strucchange_wrapper(), taylor_wrapper(), tguh_wrapper(), trend_wrapper(), var_wrapper(), wbs2_wrapper(), wbs_wrapper(), wbsts_wrapper()

Examples

set.seed(2022)
ecp_wrapper(c(rnorm(100,0,1),rnorm(100,0,10)))
ecp_wrapper(c(rnorm(100,0,1),rnorm(100,10,1)))

ggchangepoint documentation built on Nov. 5, 2026, 9:06 a.m.