find_intercept_changes: Function to detect intercept changes in a time series.

In skgrange/schanger: Tools to Conduct Change Point Analysis

Description

Function to detect intercept changes in a time series.

Usage

find_intercept_changes(
  df,
  n_pieces = 2,
  chains = 3,
  n_cores = 1,
  verbose = FALSE
)

Arguments

df	Input data frame containing a time series.
n_pieces	Number of different pieces in the time series to detect.
chains	Number of chains to run.
n_cores	Number of cores to be used for model calculation.
verbose	Should the function give messages?

Value

mcpfit model object with an extra "mcmc_tidy" element.

Author(s)

Stuart K. Grange

See Also

predict_intercept_changes

skgrange/schanger documentation built on Feb. 15, 2021, 5:41 a.m.