README.md

In hoxo-m/changepointExt: Extension for 'changepoint'

Koji MAKIYAMA (@hoxo_m)

Extension for changepoint Package

set.seed(314)
x1 <- c(rnorm( 50, mean = 100, sd = 50),
        rnorm(100, mean = 200, sd = 50),
        rnorm( 50, mean = 300, sd = 50))
x2 <- c(rnorm(100, mean = 100, sd = 50),
        rnorm(100, mean = 200, sd = 50))
y <- x1 + x2

library(changepoint)
library(changepointExt)

cpt_y <- cpt.meanvar(y, method = "PELT")
autoplot(cpt_y)

cpt_x1 <- cpt.meanvar(x1, method = "PELT")
autoplot(cpt_x1)

cpt_x2 <- cpt.meanvar(x2, method = "PELT")
autoplot(cpt_x2)

combi <- combine_cpts("x1" = cpt_x1, "x2" = cpt_x2)
autoplot(cpt_y) + autolayer(combi)

hoxo-m/changepointExt documentation built on Jan. 15, 2021, 8:59 p.m.