ModelMPWR-class: A Reference Class which represents a fitted MPWR model.

In fchamroukhi/MPWR_r: Multiple Polynomial Piecewise Regression ('MPWR') for Optimal Multivariate Time-Series Segmentation

Description

ModelMPWR represents an estimated MPWR model.

Fields

param

A ParamMPWR object. It contains the estimated values of the parameters.

stat

A StatMPWR object. It contains all the statistics associated to the MPWR model.

Methods

plot(what = c("regressors", "segmentation"), ...)

Plot method.

what

The type of graph requested:

• "regressors" = Polynomial regression components (field regressors of class StatMPWR).

• "segmentation" = Estimated signal (field mean_function of class StatMPWR).

...

Other graphics parameters.

By default, all the graphs mentioned above are produced.

summary(digits = getOption("digits"))

Summary method.

digits

The number of significant digits to use when printing.

See Also

ParamMPWR, StatMPWR

Examples

data(toydataset)
x <- toydataset$x
Y <- as.matrix(toydataset[,c("y1", "y2", "y3")])

mpwr <- fitMPWR(X = x, Y = Y, K = 5, p = 1)

# mpwr is a ModelMPWR object. It contains some methods such as 'summary' and 'plot'
mpwr$summary()
mpwr$plot()

# mpwr has also two fields, stat and param which are reference classes as well

# Value of the objective function:
mpwr$stat$objective

# Parameters of the polynomial regressions:
mpwr$param$beta

fchamroukhi/MPWR_r documentation built on April 24, 2020, 12:39 p.m.