not (version 1.6)

residuals.not: Extract residuals from a 'not' object

Description

Returns a difference between x in object and the estimated signal with change-points at cpt. Type of the signal depends on the value of contrast that has been passed to not in order to construct object (see details of predict.not).

Usage

# S3 method for not
residuals(object, cpt, type = c("raw", "standardised"),
  ...)

Value

If type="raw", the difference between the data and the estimated signal. If type="standardised", the difference between the data and the estimated signal, divided by the estimated standard deviation.

Arguments

object

An object of class 'not', returned by not.

cpt

An integer vector with locations of the change-points. If missing, the features is called internally to extract the change-points from object.

type

Choice of "raw" and "standardised".

...

Further parameters that can be passed to predict.not and features.

Examples

pcws.const.sig <- c(rep(0, 100), rep(1,100))
x <- pcws.const.sig + rnorm(100)
w <- not(x, contrast = "pcwsConstMean")
# *** plot residuals obtained via fitting piecewise-constant function with estimated change-points
plot(residuals(w))
# *** plot residuals with obtained via fitting piecewise-constant function with true change-point
plot(residuals(w, cpt=100))
# *** plot standardised residuals
plot(residuals(w, type="standardised"))