getCPtable | R Documentation |
Compares selected models with and without changes across a set of change points.
getCPtable(
CPs,
modelset,
tidy = "strict",
iterate = TRUE,
spline = FALSE,
criterion = "BIC",
...
)
CPs |
candidate change points |
modelset |
set of models to compare (combination of UCVM, ACVM, RCVM, RACVM, or |
tidy |
criteria by which change points are retained or rejected. By default, filters by
|
iterate |
whether or not to continue removing candidate change points until the most parsimonious set is selected. Should, generally, be true. |
spline |
whether or not to use the spline approximation for the final estimate. |
criterion |
model selection criterion (choosing between UCVM, ACVM, etc.) - can be either
BIC, AIC. Note, this is different from Change Point retention criterion (in |
... |
arguments to pass the |
a data frame with:
CP
index of change point
start,end
index of beginning and end of change point window
dAIC,dBIC
delta AIC and BIC values
differences
which - if any - of the estimated parameters are outside of the 95% range across the change point
models
which models are selected on either side of change point.
library(smoove)
library(magrittr)
data(simSweep, package="smoove")
simSweep %>% findCandidateChangePoints(clusterwidth = 2) %>%
getCPtable(modelset = c("UCVM", "ACVM"))
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