param-methods

param,cpt-method

param,cpt.range-method

param,cpt.reg-method

~~ Methods for function <code>param</code> ~~

methods

internal

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data.  Many popular non-parametric and frequentist methods are included.  The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Rebecca Killick

changepoint

Methods for Changepoint Detection

Kaylea Haynes

Idris Eckley

Paul Fearnhead

Robin Long

Jamie Lee

param-methods function

<dl><dt><code>signature(object = "cpt")</code></dt>
<dd>Replaces the <code>param.value</code> slot in object with the parameter estimates that are appropriate for the changepoint type (<code>cpttype</code> slot). If the Gamma test statistic is used then the shape parameter is required as a variable.</dd><dt><code>signature(object = "cpt.range")</code></dt>
<dd>Returns a new (blank) cpt.range object where the <code>param.value</code> slot contains the parameter estimates for a segmentation with the <code>ncpts</code> specified number of changepoints. This is also tailored to the changepoint type (<code>cpttype</code> slot) of the original object. If the Gamma test statistic is used then the shape parameter is required as a variable. An example of use is given in the cpt.mean help file.</dd><dt><code>signature(object = "cpt.reg")</code></dt>
<dd>Replaces the <code>param.value</code> slot in object with the parameter estimates that are appropriate for the changepoint test statistic (<code>test.stat</code> slot).</dd>
</dl>

Methods

~~ Methods for Function param  ~~ — param-methods

<dl>

<dt><code>signature(object = "cpt")</code></dt>
<dd>Replaces the <code>param.value</code> slot in object with the parameter estimates that are appropriate for the changepoint type (<code>cpttype</code> slot). If the Gamma test statistic is used then the shape parameter is required as a variable.</dd>

<dt><code>signature(object = "cpt.range")</code></dt>
<dd>Returns a new (blank) cpt.range object where the <code>param.value</code> slot contains the parameter estimates for a segmentation with the <code>ncpts</code> specified number of changepoints. This is also tailored to the changepoint type (<code>cpttype</code> slot) of the original object. If the Gamma test statistic is used then the shape parameter is required as a variable. An example of use is given in the cpt.mean help file.</dd>

<dt><code>signature(object = "cpt.reg")</code></dt>
<dd>Replaces the <code>param.value</code> slot in object with the parameter estimates that are appropriate for the changepoint test statistic (<code>test.stat</code> slot).</dd>


</dl>

~~ Methods for Function param  ~~

param-methods: Methods for Function param

Description

Arguments

Methods