draw_rects_advanced: Plot NSP intervals of significance at appropriate places along the graph of data

Description

This function plots the intervals of significance returned by one of the nsp* functions, at appropriate places along the graph of data. It shows them as shaded rectangular areas (hence the name of the function) "attached" to the graph of the data. Note: the data sequence y needs to have been plotted beforehand.

Usage

draw_rects_advanced(
  y,
  nsp.obj,
  half.height = NULL,
  show.middles = TRUE,
  col.middles = "blue",
  lwd = 3,
  density = 10,
  col.rects = "red",
  x.axis.start = 1
)

Arguments

The data.

nsp.obj

Object returned by one of the nsp* functions with y on input.

half.height

Half-height of each rectangle; if NULL then set to twice the estimated standard deviation of the data.

show.middles

Whether to display lines corresponding to the midpoints of the rectanlges (rough change-point location estimates).

col.middles

Colour of the midpoint lines.

lwd

Line width for the midpoint lines.

density

Density of the shading.

col.rects

Colour of the shading.

x.axis.start

Time index the x axis starts from. The NSP intervals of significance get shifted by x.axis.start-1 prior to plotting.

Value

The function does not return a value.

Details

The NSP algorithm is described in P. Fryzlewicz (2021) "Narrowest Significance Pursuit: inference for multiple change-points in linear models", preprint.

Examples

Run this code

# NOT RUN {
set.seed(1)
f <- c(rep(0, 100), 1:100, rep(101, 100))
x.f <- f + 15 * stats::rnorm(300)
x.f.n <- nsp_poly(x.f, 100, "sim", deg=1)
stats::ts.plot(x.f)
draw_rects_advanced(x.f, x.f.n, density = 3)
# }