View source: R/class-tidycpt.R
compare_models | R Documentation |
Compare various models or algorithms for a given changepoint set
compare_models(x, ...)
compare_algorithms(x, ...)
x |
A tidycpt object |
... |
currently ignored |
A tidycpt object has a set of changepoints returned by the
algorithm that segmented the time series.
That changepoint set was obtained using a specific model.
Treating this changepoint set as fixed, the compare_models()
function
fits several common changepoint models to the time series and changepoint
set, and returns the results of glance()
.
Comparing the fits of various models could lead to improved understanding.
Alternatively, compare_algorithms()
runs several fast changepoint detection
algorithms on the original time series, and consolidates the results.
A tibble::tbl_df
# Segment a times series using PELT
x <- segment(CET, method = "pelt")
# Compare models
compare_models(x)
# Compare algorithms
compare_algorithms(x)
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