hcp_chow: Chow test method

In harbinger: A Unified Time Series Event Detection Framework

Chow test method

Description

Change-point detection method that focus on identifying structural changes doi:10.18637/jss.v007.i02. It wraps the Fstats and breakpoints implementation available in the strucchange library.

Usage

hcp_chow()

Value

hcp_chow object

Examples

library(daltoolbox)

#loading the example database
data(examples_changepoints)

#Using simple example
dataset <- examples_changepoints$simple
head(dataset)

# setting up change point method
model <- hcp_chow()

# fitting the model
model <- fit(model, dataset$serie)

# execute the detection method
detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])

harbinger documentation built on June 22, 2024, 7:38 p.m.