changepointsMod-class: An S4 class corresponding to the change-point model.

In lbybee/changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models

Description

An S4 class corresponding to the change-point model.

Slots

data

A list containing the data for the change-point model. The exact structure of the data is dependent on the bbmod and log_likelihood provided. In cases where the data is fairly simple, it should still be wrapped with a list, e.g. X = list(X), to allow changepointsMod to handle it properly.

part_values

A list containing the values estimated by bbmod. part_values, in particular, contain values that are updated independently for each partition (as opposed to whole_values).

whole_values

A list containing the values estimated by bbmod. whole values, in particular, contain values that are shared between partitions (as opposed to part_values).

bbmod

An R function for performing the black-box estimation.

bbmod_params

A list containing any additional parameters for bbmod.

log_likelihood

An R function for estimating the log-likelihood for the corresponding bbmod.

ll_params

A list containing any additional parameters for log_likelihood.

trace

A vector corresponding the the trace of the estimated change-points based on the method used.

changepoints

A scalar/vector corresponding to the changepoint(s) estimated based on the method used.

mod_list

A list corresponding to all the active single change-point models used with binary_segmentation.

mod_range

A list of the range of observations corresponding to each active model for binary_segmentation.

Author(s)

Leland Bybee <[e-mail]>

lbybee/changepointsHD documentation built on Sept. 6, 2019, 6:31 p.m.