plot.multiscale.cpts | R Documentation |
Plotting method for S3 objects of class "multiscale.cpts".
## S3 method for class 'multiscale.cpts' plot( x, display = c("data", "significance")[1], shaded = c("CI", "bandwidth", "none")[1], level = 0.05, N_reps = 1000, CI = c("pw", "unif")[1], xlab = "Time", ... )
x |
a |
display |
which to be plotted against the estimated change point locations; possible values are
|
shaded |
string indicating which to display as shaded areas surrounding the estimated change point locations. Poissble values are
|
level, N_reps |
argument to be parsed to confint.multiscale.cpts; use iff |
CI |
string indicating whether pointwise ( |
xlab |
graphical parameter |
... |
not in use |
The locations of change point estimators are plotted
against the input time series and the estimated piecewise constant signal (display = "data"
), or
the significance of each estimator is represented by the corresponding
1-p.value
derived from the asymptotic distribution of MOSUM test statistic (display = "significance"
).
It also produces the rectangles representing the
detection intervals (if shaded = "bandwidth"
) or
bootstrap confidence intervals of the corresponding change points (if shaded = "CI"
)
around their locations.
x <- testData(model = "blocks", seed = 1234)$x mlp <- multiscale.localPrune(x) par(mfrow = c(2, 1)) plot(mlp, display = "data", shaded = "bandwidth") plot(mlp, display = "significance", shaded = "CI")
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