breakpointError: breakpointError

In breakpointError: Breakpoint detection error

Description

Calculate the exact breakpoint error. We assume there is a latent piecewise constant signal defined on 1,...,last.base.

Usage

breakpointError(guess, breaks, last.base)

Arguments

guess	Integer vector of bases after which you estimate a break occured.
breaks	Integer vector of bases after which there are breaks in the latent signal.
last.base	Integer scalar, the last base of the latent signal to model.

Value

Numeric scalar giving the breakpoint error of the guess.

Author(s)

Toby Dylan Hocking

Examples

## First define a latent signal and calculate its exact breakpoints.
seg.size <- 10000
means <- c(-3,0,3,0,2,-1,3)/3
mu <- do.call(c,lapply(means,rep,seg.size))
mu.break.after <- which(diff(mu)!=0)

## Choose some bases to sample, and pick them from a normal
## distribution.
base <- as.integer(seq(1,length(mu),l=500))
set.seed(1)
signal <- rnorm(length(base),mu[base],1)
par(mfrow=c(3,1),las=1)
plot(signal~base,
     main="Latent signal (blue) and noisy observations (black)")
lines(seq_along(mu),mu,lwd=3,col=signal.colors[["latent"]])
abline(v=mu.break.after+1/2,lwd=2,col=signal.colors[["latent"]],lty="dashed")

## Segment that signal with cghseg, and quantify model fit using the
## breakpointError.
result <- run.cghseg(signal,base)
result$error <-
  sapply(result$breaks, breakpointError, mu.break.after, length(mu))
plot(signal~base,
     main="Estimated signal (green) and noisy observations (black)")
k <- 4
with(subset(result$seg,segments==k),{
  segments(first.base,mean,last.base,mean,
           col=signal.colors[["estimate"]],lwd=3)
  abline(v=first.base[-1],
         col=signal.colors[["estimate"]],lty="dashed",lwd=2)
})

## Plot the breakpointError versus estimated model size.
plot(result$error,type="n",
     main="breakpointError of estimated signals",
     xlab="k = number of segments in estimated signal",
     ylab="breakpointError(k)")
abline(v=k,lwd=10,col=signal.colors[["estimate"]])
lines(result$error)
points(result$error)

breakpointError documentation built on May 2, 2019, 5:22 p.m.