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