summary.jcp: summary.jcp

In jcp: Joint Change Point Detection

Description

Summary method for class 'jcp'

Usage

## S3 method for class 'jcp'
summary(object, ...)

Arguments

object	object of class jcp
...	additional arguments

Value

No return value, called for side effects

Author(s)

Michael Messer

References

Michael Messer (2021) Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.

See Also

jcp, plot.jcp

Examples

#' # Normal distributed sequence with 3 change points at
# c1=250 (change in expectation), 
# c2=500 (change in variance) and 
# c3=750 (change in expectation and variance) 
set.seed(0)
m      <- c(8,10,10,3);   s  <- c(4,4,10,5)
x      <- rnorm(1000, mean=rep(m,each=250), sd=rep(s,each=250))
result <- jcp(x)
plot(result)
summary(result)

# Set additional parameters (window set)
result2 <- jcp(x,H=c(80,160,240))
plot(result2)
summary(result2)

jcp documentation built on Nov. 6, 2021, 5:08 p.m.