Description Usage Arguments Value Examples
Fit changepoint model on data to test if there is a significant change in mean and/or variance of data.
1 | change.normal(v, pre = NA, type = "MeanVar", know.mean = FALSE, mu = NA)
|
v |
Vector that contains response variable of interest. |
pre |
A value represents preselected changepoint for any model, should the user wish to test a specific point in data; NA by default. |
type |
Choose between "Mean", "Var", and "MeanVar", regarding the parameter(s) for which you wish to test significant change in value; "MeanVar" by default. |
know.mean |
If |
mu |
If |
List of the following: Table that contains location of changepoint(s) (either preselected or determined rigorously) ranked by significance and its/their associated significance value(s); Single value representing the MBIC threshold by which to base significance of a changepoint (i.e., penalty values LARGER than MBIC threshold indicate significance)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | a = rnorm(100,0,25/100)
b = rep(0,100)
for (i in 1:100) {
b[i] = rnorm(1,0,(i/2+25)/100)
}
c = rnorm(100,0,75/100)
d = rep(0,100)
for (i in 1:100)
d[i] = rnorm(1,0,(75-i/2)/100)
e = rnorm(100,0,25/100)
v = c(a,b,c,d,e)
change.normal(v, type="Var", know.mean=TRUE, mu=0)
change.normal(v, type="Var", know.mean=TRUE, mu=0, pre=200)
|
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