mod_cpt function

Base class for changepoint models

Create changepoint detection model objects

new_mod_cpt(
  x = numeric(),
  tau = integer(),
  region_params = tibble::tibble(),
  model_params = double(),
  fitted_values = double(),
  model_name = character(),
  ...
)

validate_mod_cpt(x)

mod_cpt(x, ...)

Arguments

• x: a numeric vector coercible into a ts object
• tau: indices of the changepoint set
• region_params: A tibble::tibble() with one row for each region defined by the changepoint set tau. Each variable represents a parameter estimated in that region.
• model_params: A numeric vector of parameters estimated by the model across the entire data set (not just in each region).
• fitted_values: Fitted values returned by the model on the original data set.
• model_name: A character vector giving the model's name.
• ...: currently ignored

Returns

A mod_cpt object

Details

Changepoint detection models know how they were created, on what data set, about the optimal changepoint set found, and the parameters that were fit to the model. Methods for various generic reporting functions are provided.

All changepoint detection models inherit from mod_cpt : the base class for changepoint detection models. These models are created by one of the fit_*() functions, or by as.model().

Examples

cpt <- mod_cpt(CET)
str(cpt)
as.ts(cpt)
changepoints(cpt)

See Also

as.model()