fit_nhpp: Fit a non-homogeneous Poisson process model to the...

View source: R/mod_nhpp.R

fit_nhppR Documentation

Fit a non-homogeneous Poisson process model to the exceedances of a time series.

Description

Fit a non-homogeneous Poisson process model to the exceedances of a time series.

Usage

fit_nhpp(x, tau, ...)

Arguments

x

A time series

tau

A vector of changepoints

...

currently ignored

Details

Any time series can be modeled as a non-homogeneous Poisson process of the locations of the exceedances of a threshold in the series. This function uses the BMDL criteria to determine the best fit parameters for each region defined by the changepoint set tau.

Value

An nhpp object, which inherits from mod_cpt.

See Also

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

Examples

# Fit an NHPP model using the mean as a threshold
fit_nhpp(DataCPSim, tau = 826)

# Fit an NHPP model using other thresholds
fit_nhpp(DataCPSim, tau = 826, threshold = 20)
fit_nhpp(DataCPSim, tau = 826, threshold = 200)

# Fit an NHPP model using changepoints determined by PELT
fit_nhpp(DataCPSim, tau = changepoints(segment(DataCPSim, method = "pelt")))


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