fit_meanvar: Fit a model for mean and variance

In tidychangepoint: A Tidy Framework for Changepoint Detection Analysis

Fit a model for mean and variance

Description

Fit a model for mean and variance

Usage

fit_meanvar(x, tau, ...)

Arguments

x	A time series
tau	a set of indices representing a changepoint set
...	currently ignored

Details

In a mean-variance model, both the means and variances are allowed to vary across regions. Thus, this model fits a separate \mu_j and \sigma_j for each region j.

Value

A mod_cpt object.

See Also

changepoint::cpt.meanvar()

Other model-fitting: fit_lmshift(), fit_meanshift(), fit_nhpp(), model_args(), model_name(), new_fun_cpt(), whomademe()

Examples

# Fit a mean-variance model
fit_meanvar(CET, tau = c(42, 330))

tidychangepoint documentation built on April 4, 2025, 4:31 a.m.