ScorePlot: Plot score

In JieGroup/offlineChange: Detect Multiple Change Points from Time Series

Description

Plot the score of each range, which represents how likely the range contains change points.

Usage

ScorePlot(result, ...)

Arguments

result	The result of function MultiWindow. The argument ret_score of MultiWindow must be TRUE.
...	Arguments to be passed to plot, such as main, xlab, ylab.

Value

A stair plot of score.

References

J. Ding, Y. Xiang, L. Shen, and V. Tarokh, Multiple Change Point Analysis: Fast Implementation and Strong Consistency. IEEE Transactions on Signal Processing, vol. 65, no. 17, pp. 4495-4510, 2017.

Examples

N <- 1000
N1 <- floor(0.1*N)
N2 <- floor(0.3*N)
a1 <- c(0.8, -0.3); c1 <- 0
a2 <- c(-0.5, 0.1); c2 <- 0
a3 <- c(0.5, -0.5); c3 <- 0
y <- rep(0,N)
L<-2
y[1:L] <- rnorm(L)
for (n in (L+1):N){
  if (n <= N1) {
    y[n] <- y[(n-1):(n-L)] %*% a1 + c1 + rnorm(1)
  } else if (n <= (N1+N2)) {
    y[n] <- y[(n-1):(n-L)] %*% a2 + c2 + rnorm(1)
  }
  else {
    y[n] <- y[(n-1):(n-L)] %*% a3 + c3 + rnorm(1)
  }
}
result <- MultiWindow(y,window_list=c(100,50,20,10,5),point_max=5,ret_score=TRUE)
ScorePlot(result, main="score plot")

JieGroup/offlineChange documentation built on Aug. 3, 2019, 8:33 a.m.