tidychangepoint (version 1.0.0)

fit_nhpp: Fit a non-homogeneous Poisson process model to the exceedances of a time series.

Description

Fit a non-homogeneous Poisson process model to the exceedances of a time series.

Usage

fit_nhpp(x, tau, ...)

Value

An nhpp object, which inherits from mod_cpt.

Arguments

x

A time series

tau

A vector of changepoints

...

currently ignored

Details

Any time series can be modeled as a non-homogeneous Poisson process of the locations of the exceedances of a threshold in the series. This function uses the BMDL criteria to determine the best fit parameters for each region defined by the changepoint set tau.

See Also

Other model-fitting: fit_lmshift(), fit_meanshift(), fit_meanvar(), model_args(), model_name(), new_fun_cpt(), whomademe()

Examples

# Fit an NHPP model using the mean as a threshold
fit_nhpp(DataCPSim, tau = 826)

# Fit an NHPP model using other thresholds
fit_nhpp(DataCPSim, tau = 826, threshold = 20)
fit_nhpp(DataCPSim, tau = 826, threshold = 200)

# Fit an NHPP model using changepoints determined by PELT
fit_nhpp(DataCPSim, tau = changepoints(segment(DataCPSim, method = "pelt")))