cpt.reg-class {changepoint} | R Documentation |
Class "cpt.reg"
Description
A class for changepoint objects, specifically change in regression.
Objects from the Class
Objects can be created by calls of the form new("cpt", ...)
.
new("cpt", ...)
:creates a new object with class cpt
Slots
data.set
:Object of class
"numeric"
, the original vector of datacpttype
:Object of class
"character"
, the type of changepoint that was identifiedmethod
:Object of class
"character"
, the method that was used to search for changepoints, default change in regressiontest.stat
:Object of class
"character"
, the test statistic used to analyse the datapen.type
:Object of class
"character"
, the penalty type specified in the analysispen.value
:Object of class
"numeric"
, the value of the penalty used in the analysisminseglen
:Object of class
"numeric"
, the minimum segment length (no. of observations between changepoints) used in the analysis.cpts
:Object of class
"numeric"
, vector of changepoints identifiedncpts.max
:Object of class
"numeric"
, maximum number of changepoint that can be identifiedparam.est
:Object of class
"list"
, list where each element is a vector of parameter estimates, if requesteddate
:Object of class
"character"
, date and time the changepoint analysis was runversion
:Object of class
"character"
, version number of the package used when the analysis was run.
Methods
- cpts
signature(object = "cpt.reg")
: retrieves cpts slot- cpttype
signature(object = "cpt.reg")
: retrieves cpttype slot- data.set
signature(object = "cpt.reg")
: retrieves data.set slot- test.stat
signature(object = "cpt.reg")
: retrieves test.stat slot- ncpts.max
signature(object = "cpt.reg")
: retrieves ncpts.max slot- method
signature(object = "cpt.reg")
: retrieves method slot- minseglen
signature(object = "cpt")
: retrieves minseglen slot- param.est
signature(object = "cpt.reg")
: retrieves param.est slot- pen.type
signature(object = "cpt.reg")
: retrieves pen.type slot- pen.value
signature(object = "cpt.reg")
: retrieves pen.value slot- cpts<-
signature(object = "cpt.reg")
: replaces cpts slot- cpttype<-
signature(object = "cpt.reg")
: replaces cpttype slot- data.set<-
signature(object = "cpt.reg")
: replaces data.set slot- test.stat<-
signature(object = "cpt.reg")
: replaces test.stat slot- ncpts.max<-
signature(object = "cpt.reg")
: replaces ncpts.max slot- method<-
signature(object = "cpt.reg")
: replaces method slot- param.est<-
signature(object = "cpt.reg")
: replaces param.est slot- pen.type<-
signature(object = "cpt.reg")
: replaces pen.type slot- pen.value<-
signature(object = "cpt.reg")
: replaces pen.value slotsignature(object = "cpt.reg")
: prints details of the cpt object including summary- summary
signature(object = "cpt.reg")
: prints a summary of the cpt object- param
signature(object = "cpt.reg")
: calculates the parameter estimates for the cpt object
Author(s)
Rebecca Killick
See Also
Examples
showClass("cpt.reg")
x=new("cpt.reg") # creates a new object with the cpt.reg class defaults
data.set(x) # retrieves the data.set slot from x
data.set(x)<-matrix(1:10,nrow=5,ncol=2) # replaces the data.set slot from x with a matrix