changepoint: Methods for Changepoint Detection

> library(changepoint)

Loading required package: zoo


Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Successfully loaded changepoint package version 2.2.1
 NOTE: Predefined penalty values have changed.  Previous penalty values with a postfix 1 i.e. SIC1 are now without i.e. SIC and previous penalties without a postfix i.e. SIC are now with a postfix 0 i.e. SIC0. See NEWS and help files for further details.

バージョン: 2.2.1

関数名 概略
HC1 G+C Content in Human Chromosome 1
Lai2005fig3 Normalized glioblastoma profile for chromosome 13
Lai2005fig4 Normalized glioblastoma profile for an excerpt of chromosome 7, the EGFR locus.
changepoint-package Methods for Changepoint Detection
cpt.mean Identifying Changes in Mean
cpt.meanvar Identifying Changes in Mean and Variance
cpt.var Identifying Changes in Variance
ftse100 FTSE 100 Daily Returns: 2nd April 1984 - 13th September 2012
ncpts Generic Function - ncpts
nseg Generic Function - nseg
seg.len Generic Function - seg.len
wave.c44137 Wave data from buoy c44137

cpt.mean

> set.seed(1)
> x <- c(rnorm(100, 0, 1), rnorm(100, 10, 1))
> cpt.mean(x, penalty = "SIC", method = "AMOC", class = FALSE)

       cpt conf.value 
       100          1

seg.len

> seg.len(object = new("cpt"))

numeric(0)