BreakoutDetection: Breakout Detection via Robust E-Statistics
変化点検知
- CRAN: http://cran.r-project.org/web/packages/BreakoutDetection/index.html
- GitHub: https://github.com/twitter/BreakoutDetection
> library(BreakoutDetection)
バージョン: 1.0.1
| 関数名 | 概略 |
|---|---|
BreakoutDetection-package |
Breakout Detector: Energy Divisive with Medians |
Scribe |
Reported system metric |
breakout |
Breakout Detector: Energy Divisive with Medians |
Scribe
> Scribe
Error in eval(expr, envir, enclos): object 'Scribe' not found
breakout
Arguments
- Z
- min.size... 変化点の最小サイズ
- method...
amoc(At Most One Change),multi(Multiple Changes) - ...
> data("Scribe")
> breakout(Scribe, min.size = 24, method = "multi", beta = 0.001, degree = 1, plot = FALSE)
$loc
[1] 47 87
$time
[1] 0.007
$pval
[1] NA