changePoint: Lag coefficient change points

Description Usage Arguments Value Examples

Description

For each set of distributed lag terms in the model, finds and returns the (named) integer indices of radii where the corresponding coefficient is significantly different from zero, but the immediately larger radius is not significantly different from zero.

Usage

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changePoint(object, ...)

## S4 method for signature 'dlMod'
changePoint(object, ...)

Arguments

object

a fitted model object with viable lagIndex and confint methods

...

additional arguments passed to confint

Value

A list of integer vectors. One list element for each set of DL terms in the model

Examples

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data (simdata)

## Setup distance count matrix and corresponding lag distances
X <- as.matrix(simdata[, -(1:3)])
lag <- seq(0.1, 10, length.out = ncol(X))

fit <- dlm(Y ~ Age + Gender + cr(lag, X), data = simdata)
changePoint(fit)

asw221/dlm documentation built on May 8, 2019, 5:59 p.m.