fit_meanvar {tidychangepoint} | R Documentation |
Fit a model for mean and variance
Description
Fit a model for mean and variance
Usage
fit_meanvar(x, tau, ...)
Arguments
x |
A time series |
tau |
a set of indices representing a changepoint set |
... |
currently ignored |
Details
In a mean-variance model, both the means and variances are allowed to vary
across regions.
Thus, this model fits a separate \mu_j
and \sigma_j
for each
region j
.
Value
A mod_cpt object.
See Also
Other model-fitting:
fit_lmshift()
,
fit_meanshift()
,
fit_nhpp()
,
model_args()
,
model_name()
,
new_fun_cpt()
,
whomademe()
Examples
# Fit a mean-variance model
fit_meanvar(CET, tau = c(42, 330))
[Package tidychangepoint version 0.0.1 Index]