inst/doc/Model-selection-MRHLP.R

In samurais: Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

## ----setup, include=FALSE------------------------------------------------
library(knitr)
knitr::opts_chunk$set(
	fig.align = "center",
	fig.height = 5.5,
	fig.width = 6,
	warning = FALSE,
	collapse = TRUE,
	dev.args = list(pointsize = 10),
	out.width = "90%",
	par = TRUE
)
knit_hooks$set(par = function(before, options, envir)
  { if (before && options$fig.show != "none") 
       par(family = "sans", mar = c(4.1,4.1,1.1,1.1), mgp = c(3,1,0), tcl = -0.5)
})

## ---- message = FALSE, echo = FALSE--------------------------------------
library(samurais)

## ------------------------------------------------------------------------
data("multivtoydataset")
x <- multivtoydataset$x
y <- multivtoydataset[, c("y1", "y2", "y3")]
matplot(x, y, type = "l", xlab = "x", ylab = "Y", lty = 1)

## ------------------------------------------------------------------------
selectedmrhlp <- selectMRHLP(X = x, Y = y, Kmin = 2, Kmax = 6, pmin = 0, pmax = 3)

## ------------------------------------------------------------------------
selectedmrhlp$summary()

## ------------------------------------------------------------------------
selectedmrhlp$plot(what = "estimatedsignal")