geom_cp_density

Density geom for <code>plot.mcpfit()</code>

internal

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Jonas Kristoffer Lindel<c3><b8>v

Regression with Multiple Change Points

Jonas Kristoffer Lindeløv

geom_cp_density function

<dl><dt>fit</dt>
<dd>An <code>mcpfit</code> object</dd>
<dt>facet_by</dt>
<dd><code>NULL</code> or a a string, like <code>plot.mcpfit(..., facet_by = "id").</code></dd>
<dt>include</dt>
<dd>Boolean. If <code>TRUE</code> and <code>!is.null(facet_by)</code>, only return
densities for the change points "affected" by <code>facet_by</code>. If <code>FALSE</code> and <code>!is.null(facet_by)</code>,
return all densities except those "affected" by <code>facet_by</code>. Has no effect if <code>is.null(facet_by)</code></dd></dl>

Arguments

Density geom for plot.mcpfit() — geom_cp_density

<dl>

<dt>fit</dt>
<dd>An <code>mcpfit</code> object</dd>


<dt>facet_by</dt>
<dd><code>NULL</code> or a a string, like <code>plot.mcpfit(..., facet_by = "id").</code></dd>


<dt>include</dt>
<dd>Boolean. If <code>TRUE</code> and <code>!is.null(facet_by)</code>, only return
densities for the change points "affected" by <code>facet_by</code>. If <code>FALSE</code> and <code>!is.null(facet_by)</code>,
return all densities except those "affected" by <code>facet_by</code>. Has no effect if <code>is.null(facet_by)</code></dd>

</dl>

geom_cp_density: Density geom for `plot.mcpfit()`

Description

Usage

Value

Arguments