cptCovariance-methods: cptCovariance Methods

In grundy95/changepoint.cov: Implementation of Covariance Changepoint Methods

Description

Methods for objects with S4 class cptCovariance

Usage

## S4 method for signature 'cptCovariance'
summary(object)

## S4 method for signature 'cptCovariance'
show(object)

## S4 method for signature 'cptCovariance'
plot(object, x = c(), y = c())

## S4 method for signature 'cptCovariance'
covEst(object)

## S4 method for signature 'cptCovariance'
subspaceEst(object)

Arguments

object	An object of S4 class cptCovariance
x	x
y	y

Functions

• summary,cptCovariance-method: Summarises the cptCovariance object

• show,cptCovariance-method: Shows the cptCovariance object

• plot,cptCovariance-method: Plotting method for cptCovariance object. Returns a ggplot object which can be manipulated as required

• covEst,cptCovariance-method: Returns covariance estimates for each segment

• subspaceEst,cptCovariance-method: Returns a basis of the subspace estimates for each segment

Examples

# Create new cptCovariance object
out <- new('cptCovariance',
     dataset=matrix(rnorm(300),ncol=3),
		cpts=c(50,100),
		method='Ratio',
		numCpts='AMOC',
		cptsSig=data.frame('cpts'=50,'T'=33.3,'thresholdValue'=30,significant=TRUE),
		threshold='Manual',
		thresholdValue=30,
		msl=20)

# Summarize cptCovariance object
summary(out)

# Show cptCovariance object
show(out)

# Plot cptCovariance object
plot(out)

# Show significant changepoints
cptsSig(out)

# Estimate covariance matrices in each segment
covEst(out)

# Create new cptCovariance object with subspace method
out2 <- new('cptCovariance',
     dataset=matrix(rnorm(300),ncol=3),
		cpts=c(50,100),
		method='Subspace',
		numCpts='AMOC',
		cptsSig=data.frame('cpts'=50,'T'=33.3,'thresholdValue'=30,significant=TRUE),
		threshold='Manual',
		thresholdValue=30,
		msl=20,
		subspaceDim=1)

# Estimate subspace in each segment
subspaceEst(out2)

grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.