changepoint (version 2.2.4)

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

Description

A class for changepoint objects, specifically change in regression.

Objects from the Class

Objects can be created by calls of the form new("cpt", ...).

new("cpt", ...):

creates a new object with class cpt

Slots

data.set:

Object of class "numeric", the original vector of data

cpttype:

Object of class "character", the type of changepoint that was identified

method:

Object of class "character", the method that was used to search for changepoints, default change in regression

test.stat:

Object of class "character", the test statistic used to analyse the data

pen.type:

Object of class "character", the penalty type specified in the analysis

pen.value:

Object of class "numeric", the value of the penalty used in the analysis

minseglen:

Object of class "numeric", the minimum segment length (no. of observations between changepoints) used in the analysis.

cpts:

Object of class "numeric", vector of changepoints identified

ncpts.max:

Object of class "numeric", maximum number of changepoint that can be identified

param.est:

Object of class "list", list where each element is a vector of parameter estimates, if requested

date:

Object of class "character", date and time the changepoint analysis was run

version:

Object of class "character", version number of the package used when the analysis was run.

Methods

cpts

signature(object = "cpt.reg"): retrieves cpts slot

cpttype

signature(object = "cpt.reg"): retrieves cpttype slot

data.set

signature(object = "cpt.reg"): retrieves data.set slot

test.stat

signature(object = "cpt.reg"): retrieves test.stat slot

ncpts.max

signature(object = "cpt.reg"): retrieves ncpts.max slot

method

signature(object = "cpt.reg"): retrieves method slot

minseglen

signature(object = "cpt"): retrieves minseglen slot

param.est

signature(object = "cpt.reg"): retrieves param.est slot

pen.type

signature(object = "cpt.reg"): retrieves pen.type slot

pen.value

signature(object = "cpt.reg"): retrieves pen.value slot

cpts<-

signature(object = "cpt.reg"): replaces cpts slot

cpttype<-

signature(object = "cpt.reg"): replaces cpttype slot

data.set<-

signature(object = "cpt.reg"): replaces data.set slot

test.stat<-

signature(object = "cpt.reg"): replaces test.stat slot

ncpts.max<-

signature(object = "cpt.reg"): replaces ncpts.max slot

method<-

signature(object = "cpt.reg"): replaces method slot

param.est<-

signature(object = "cpt.reg"): replaces param.est slot

pen.type<-

signature(object = "cpt.reg"): replaces pen.type slot

pen.value<-

signature(object = "cpt.reg"): replaces pen.value slot

print

signature(object = "cpt.reg"): prints details of the cpt object including summary

summary

signature(object = "cpt.reg"): prints a summary of the cpt object

param

signature(object = "cpt.reg"): calculates the parameter estimates for the cpt object

Author

Rebecca Killick

See Also

plot-methods,cpts-methods,cpt

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