plot.frv

Plots the output of a frv object. It shows how the number of change-points
estimated by the given model vary with the regularization constant lambda.
Graphical inspection can be used to choose a proper value for the constant.
The suggestion is to pick a value in which the curve starts to "flat-out"

Implementation of statistical models based on
regularized likelihood for offline change point detection on multiple
aligned independent time series. It detects changes in
parameters for the specified family for the series as group or block.
As a reference for the method, see Prates et al. (2021) <arXiv:2111.10187>.

Lucas Prates

blockcpd

Change Point Detection for Multiple Aligned Independent Time
Series

Florencia Leonardi

plot.frv function

<dl><dt>x</dt>
<dd>An object returned from the function
select_frv</dd>
<dt>...</dt>
<dd>Other parameters</dd>
<dt>pkg</dt>
<dd>Graphical package to be used for plotting. Current values are
"base".</dd></dl>

Arguments

Plot for graphical selection of the constant — plot.frv

<dl>

<dt>x</dt>
<dd>An object returned from the function
select_frv</dd>


<dt>...</dt>
<dd>Other parameters</dd>


<dt>pkg</dt>
<dd>Graphical package to be used for plotting. Current values are
"base".</dd>

</dl>

plot.frv: Plot for graphical selection of the constant

Description

Usage

Value

Arguments

Examples