cpts.ts-methods

cpts.ts,cpt-method

cpts.ts,cpt.reg-method

~~ Methods for function <code>cpts.ts</code> ~~

methods

internal

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data.  Many popular non-parametric and frequentist methods are included.  The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Rebecca Killick

changepoint

Methods for Changepoint Detection

Kaylea Haynes

Idris Eckley

Paul Fearnhead

Jamie Lee

cpts.ts-methods function

<dl class="dl-horizontal"><dt><code>signature(object = "cpt")</code></dt><dd>Retrieves cpts slot from an object of class cpt, from version 1.0 this no longer prints the length of the dataset. Contrary to the <code>cpts</code> function, cpts.ts displays the changepoints using the "date" index according to the start and frequency of the time series data.set(object)</dd><dt><code>signature(object = "cpt.reg")</code></dt><dd>Retrieves cpts slot from an object of class cpt.reg, from version 1.0 this no longer prints the length of the dataset. Contrary to the <code>cpts</code> function, cpts.ts displays the changepoints using the "date" index according to the start and frequency of the time series data.set(object)</dd>
</dl>

Methods

~~ Methods for Function cpts.ts  ~~ — cpts.ts-methods

~~ Methods for Function cpts.ts  ~~

cpts.ts-methods: Methods for Function cpts.ts

Description

Arguments

Methods