magnitude: Magnitudes of Breakpoints

Description

Computes magnitude statistics for breakpoints.

Usage

# S3 method for breakpointsfull
magnitude(object,
  interval = 0.1, breaks = NULL, component = "trend", ...)

Value

A list with the following elements, compatible with the magnitude format as output by bfast:

Mag: a matrix containing the magnitude estimates (in columns) for each breakpoint (in rows),
m.x: sample number at which the largest break was detected, twice
y.x: fitted values before and after the largest break
Magnitude: the maximum diff magnitude of the largest break
Time: time of the largest break (same as m.x, but single value)

Arguments

object: an object of class "breakpointsfull" as computed by breakpoints.
interval: the (one-side) interval over which to compute the magnitude for the columns RMSD and MAD. If below 1, fraction of the time series length, otherwise number of observations.
breaks: how many breaks to use or which statistic to use for estimating it, see breakpoints for details. If NULL, uses the defaults.
component: which covariate(s) used for fitting the breakpointsfull object to use for magnitude estimation. The components are additive.
...: ignored

Details

The breakpoint magnitude is estimated using several statistics: the difference (diff) in the fitted value immediately before and after the break, and the root mean squared deviation (RMSD), mean absolute deviation (MAD) and mean deviation (MD) between the fitted values of the model preceding the break extrapolated over interval samples after the break, and vice versa. RMSD and MAD should be more robust estimators of magnitude compared to diff.

Examples

Run this code

data(Nile)

trend <- 1:length(Nile)
bp.nile <- breakpoints(Nile ~ trend)

# The trend component is default, set "component" to the
# name of your coviariate(s), if it is different.
magnitude(bp.nile)