testCP: Test RACVM change point

In EliGurarie/smoove: Simulation and Estimation of Correlated Velocity Movement (CVM) Models

Test RACVM change point

Description

Identifies appropriate models on either side of a change point

Usage

testCP(
  Z,
  T,
  cp,
  start,
  end,
  modelset = "all",
  spline = FALSE,
  criterion = "BIC",
  ...
)

Arguments

Z	location
T	time of data
cp	change point
start	beginning time of segment to analyze
end	end time of segment to analyze
modelset	set of models to compare (combination of UCVM, ACVM, RCVM, RACVM, or all, which includes all of them)
spline	whether or not to use the spline approximation for the final estimate.
criterion	selection criterion - either BIC or AIC (can be upper- or lowercased)
...	further params to getFit internal function

Examples

require(smoove)
# Simulate a single change point

set.seed(101)
ucvm1 <- simulateUCVM(T=cumsum(rexp(100)), nu=2, tau=1, method="exact")
ucvm2 <- simulateUCVM(T=cumsum(rexp(100)), nu=5, tau=10, v0 = ucvm1$V[100], method="exact")
T <- c(ucvm1$T, ucvm1$T[100] + ucvm2$T)
Z <- c(ucvm1$Z, ucvm1$Z[100] + ucvm2$Z)
plot_track(Z)

# testing the true changepoint
testCP(Z, T, 100, 1, 200)
# both AIC and BIC are very much lower for the changepoint model

# testing a changepoint in the middle of the first 100 points 
testCP(Z, T, 50, 1, 100)

EliGurarie/smoove documentation built on Aug. 2, 2022, 10:26 p.m.