online.ecp.class_input: Input all required arguments into online cpt classes - Only...

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/online.class_input.R

Description

This function helps to input all the necessary information into the correct format for the ecp.ocpt class.

This function is called by ocpt.mean.initialise, ocpt.var.initialise, ocpt.meanvar.initialise, ocpt.np.initialise and all the corresponding update functions. This is not intended for use by regular users of the package. It is exported for developers to call directly for speed and convenience.

WARNING: No checks on arguments are performed!

Usage

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Arguments

number

The estimated number of change points.

estimates

The location of the change points estimated by the procedure.

GofM

Goodness of fit Model.

delta

The window size used to calculate the calculate the complete portion of our approximate test statistic.

alpha

The moment index used for determining the distance between and within segments.

verbose

A flag indicating if status updates should be printed.

csum

The cumulative distance sum of all datapoints.

dll

Sum of within sample distances for left segments.

dlr

Between sample distance sum using dll and drr.

drr

Sum of within sample distances for right segments.

left

A vector which gives the sum of distances before point i at Left(i,0). Left(i,1) is to resolve out of bound errors.

right

A vector which gives the sum of distances after point i at Right(i,0). Right(i,1) is to resolve out of bound errors.

datalength

This is the total length of the observations.

functime

The total amount to time take to estimate the change point locations.

width

This is the number of changepoints located in the dataset.

cpLoc

The list of locations of change points estimated by the procedure for different numbers of change points up to K (the maximum number of changepoints the user wishes to search for).

Details

This function takes all the input required for the ecp.ocpt class and enters it into the object.

This function is exported for developer use only. It does not perform any checks on inputs and is simply a convenience function for converting the output of the worker functions into a nice format for the class.

Value

An object of class ecp.ocpt filled with the given attributes.

Author(s)

Andrew Connell, Rebecca Killick

See Also

ocpt.var.initialise,ocpt.mean.initialise,ecp.ocpt

Examples

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#This function should only be used by developers, 
#see its use in ocpt.mean, ocpt.var and ocpt.meanvar.

rkillick/changepoint.online documentation built on Sept. 26, 2020, 11:01 p.m.