persp3D.multiscaleMosum function

3D Visualisation of multiscale MOSUM statistics

3D Visualisation of multiscale MOSUM statistics.

persp3D.multiscaleMosum(
  x,
  mosum.args = list(),
  threshold = c("critical.value", "custom")[1],
  alpha = 0.1,
  threshold.function = NULL,
  pal.name = "YlOrRd",
  expand = 0.2,
  theta = 120,
  phi = 20,
  xlab = "G",
  ylab = "time",
  zlab = "MOSUM",
  ticktype = "detailed",
  NAcol = "#800000FF",
  ...
)

Arguments

• x: a numeric input data vector
• mosum.args: a named list containing further arguments to be parsed to the respective mosum function calls, see mosum ; the bandwidths are chosen by the function and should not be given as an argument in mosum.args
• threshold: string indicating which threshold should be used for normalisation of MOSUM statistics computed with different bandwidths. By default, it is chosen from the asymptotic distribution at the given significance level alpha. Alternatively it is possible to parse a user-defined numerical value with threshold.custom; see also Details.
• alpha: a numeric value for the significance level with 0 <= alpha <= 1; use iff threshold = "critical.value"
• threshold.function: function object of form function(G), to compute a threshold of significance for different bandwidths G; use iff threshold='custom'
• pal.name: a string containing the name of the ColorBrewer palette to be used; sequential palettes are recommended. See RColorBrewer::brewer.pal.info for details
• expand: expansion factor applied to the z coordinates
• theta: azimuthal angle defining the viewing direction
• phi: colatitude angle defining the viewing direction
• xlab, ylab, zlab, ticktype: graphical parameters
• NAcol: coloring parameter
• ...: further arguments to be passed to function call of persp3D

Returns

see persp3D

Details

The visualisation is based on persp3D . MOSUM statistics computed with different bandwidths are rescaled for making them visually comparable. Rescaling is done either by dividing by their respective critical value at the significance level alpha

(iff threshold = "critical.value") or by a custom value given by threshold.function

(iff threshold = "custom"). By default, clim argument of persp3D is given so that the three lightest (for sequential palettes) hues indicate insignificance of the corresponding MOSUM statistics, while darker hues indicate the presence of significant changes.

Examples

## Not run:

# If you run the example be aware that this may take some time
print("example may take some time to run")

x <- testData(model = "blocks", seed = 1234)$x
persp3D.multiscaleMosum(x, mosum.args = list(boundary.extension = FALSE))
## End(Not run)