cpc: Find putative change point in continuous-time cumulative...
In ontogenerator/cpdetectoR: Change point estimation from sequences of choices

Description Usage Arguments Details Value

Find putative change point in continuous-time cumulative records

cpc(Cum)

Cum

Input vector of the cumulative interevent intervals

Not normally called directly, but via the cp_wrapper function instead

R A vector with the same length as Cum, with putative change points for each event. The putative change point corresponding to the Nth event is the preceding event at which the deviation of the observed event count from the expected event count is maximal. The expected event count at any earlier event, n, is Cum[n], the interval up to the nth event, divided by the average interevent interval over the range from n = 0 to n = N The deviation from expectation is n - this expectation. R is the value of n at which this deviation is maximal

ontogenerator/cpdetectoR documentation built on May 14, 2019, 1:59 a.m.