# Example of a change in variance at 100 in simulated normal data
set.seed(1)
x=c(rnorm(100,0,1),rnorm(100,0,10))
cpt.var(x,penalty="SIC",method="AMOC",class=FALSE) # returns 100 to show that the null hypothesis was rejected and the change in variance is at 100
ans=cpt.var(x,penalty="Asymptotic",value=0.01,method="AMOC")
cpts(ans)# returns 100 to show that the null hypothesis was rejected, the change in variance is at 100 and we are 99% confident of this result
# Example of multiple changes in variance at 50,100,150 in simulated normal data
set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
cpt.var(x,penalty="Manual",value="2*log(n)",method="BinSeg",Q=5,class=FALSE) # returns optimal number of changepoints is 3, locations are 50,99,150.
# Example multiple datasets where the first row has multiple changes in variance and the second row has no change in variance
set.seed(10)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
y=rnorm(200,0,1)
z=rbind(x,y)
cpt.var(z,penalty="Asymptotic",value=0.01,method="SegNeigh",Q=5,class=FALSE) # returns list that has two elements, the first has 3 changes in variance at 50,100,149 and the second has no changes in variance
ans=cpt.var(z,penalty="Asymptotic",value=0.01,method="PELT")
cpts(ans[[1]]) # same results as for the SegNeigh method.
cpts(ans[[2]]) # same results as for the SegNeigh method.Run the code above in your browser using DataLab