changepoint (version 0.3)

cpt-class: Class "cpt"

Description

A class for changepoint objects.

See Also

data.set-methods,cpts-methods,cpt.reg,cpt.mean,cpt.var,cpt.meanvar

Examples

showClass("cpt") # shows the structure of the cpt class

x=new("cpt") # creates a new object with the cpt class defaults
cpts(x) # retrieves the cpts slot from x
cpts(x)<-c(10,50,100) # replaces the cpts slot from x with c(10,50,100)

# 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))
ans=cpt.var(x) 
print(ans) # prints details of the analysis including a summary
summary(ans)
plot(ans) # plots the data with change (vertical line) at 100
likelihood(ans) # raw likelihood of the data with changepoints, second value is likelihood + penalty