hcp_chow {harbinger} | R Documentation |
Change-point detection method that focus on identifying structural changes doi:10.18637/jss.v007.i02. It wraps the Fstats and breakpoints implementation available in the strucchange library.
hcp_chow()
hcp_chow
object
library(daltoolbox)
#loading the example database
data(har_examples)
#Using example 6
dataset <- har_examples$example6
head(dataset)
# setting up change point method
model <- hcp_chow()
# fitting the model
model <- fit(model, dataset$serie)
# execute the detection method
detection <- detect(model, dataset$serie)
# filtering detected events
print(detection[(detection$event),])