Description Usage Arguments Value
cpt_det
This function identifies potential non-routine events in the savings
time series it uses cpt.meanvar function from changepoint R package to identify
changes in mean and variance
1 | cpt_det(baseline_obj, interval)
|
baseline_obj |
A baseline object, which is produced by the baseline function (e.g., towt_baseline, gbm_baseline) |
a cpt_det object, which is a list with the following components:
vector corresponding to the estimated savings time series
Boolean indicating if non-routine events were identified
changepoints indices
mean values of detected intervals
variance values of detected intervals
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