segment_pelt {tidychangepoint} | R Documentation |
Segment a time series using the PELT algorithm
Description
Segmenting functions for the PELT algorithm
Usage
segment_pelt(x, model_fn = fit_meanvar, ...)
Arguments
x |
A time series |
model_fn |
A |
... |
arguments passed to |
Details
This function wraps either changepoint::cpt.meanvar()
or
changepoint::cpt.mean()
.
Value
A cpt
object returned by changepoint::cpt.meanvar()
or
changepoint::cpt.mean()
Examples
# Segment a time series using PELT
res <- segment_pelt(DataCPSim)
res
str(res)
# Segment as time series while specifying a penalty function
segment_pelt(DataCPSim, penalty = "BIC")
# Segment a time series while specifying a meanshift normal model
segment_pelt(DataCPSim, model_fn = fit_meanshift_norm, penalty = "BIC")
[Package tidychangepoint version 0.0.1 Index]