changepoint (version 0.3)

cpt.reg-class: Class "cpt.reg"

Description

A class for changepoint objects, specifically change in regression.

See Also

plot-methods,cpts-methods,cpt,cpt.reg

Examples

showClass("cpt.reg")

x=new("cpt.reg") # creates a new object with the cpt.reg class defaults
data.set(x)  # retrieves the data.set slot from x
data.set(x)<-matrix(1:10,nrow=5,ncol=2) # replaces the data.set slot from x with a matrix

# single change in regression example
set.seed(1)
x=1:250
y=c(0.01*x[1:100],1.5-0.02*(x[101:250]-101))
ynoise=y+rnorm(250,0,0.2)
data=cbind(ynoise,x)
out=cpt.reg(data) # analyses x using default values
print(out) # gives details of analysis including default values used
summary(out) # shorter version of print(out)