design: Generates Design matrix

In AndrewC1998/changepoint-new: Methods for Changepoint Detection

Description

This function generates a user an (n-1)x(p+2) design matrix for their data and own choice of AR(p) model. This can be used directly with cpt.reg() but is unnecessary for cpt.ar() as it will be generated internally.

Usage

design(data,p=1)

Arguments

data	A vector, ts object or matrix containing the data within which you wish to find a changepoint. If data is a matrix, each row is considered a separate dataset.
p	User specifies the order of the AR(p) model they specifically wish to plug in to cpt.reg.

Author(s)

Andrew Connell

See Also

cpt.reg

Examples

data <- c(rnorm(100,1,1),rnorm(100,50,1))
dataAR1 <- design(data,1)
dataAR2 <- design(data,2)

AndrewC1998/changepoint-new documentation built on Sept. 5, 2019, 6:37 a.m.