Index
ChangePointMean.mcpall
ChangePointMean.mcplast
ChangePointMean.mcplot
ChangePointMean.mcpoint
ChangePointMean.mcppv
ChangePointMean.mcptime
ChangePointMean.ssq
autodocs
ChangePointMean.mcpall
— Methodmcpall(ts::AbstractVector; pcut = 0.05, shuffle = 500, minlen = 3)
return vector of index of all change points in ts
via recursive partitioning.pcut
is p-value threshold of existence of a change point, default is 0.05.shuffle
is number of randomizations to use,minlen
is minimum allowed length for a segment (avoid short segments).
ChangePointMean.mcplast
— Methodmcplast(ts::AbstractVector; pcut=0.05, shuffle=500, minlen=3)
return index of rightmost change point in ts
if any, 0 otherwise.pcut
is p-value threshold of existence of a change point, default is 0.05.shuffle
is number of randomizations to use.minlen
is minimum allowed length for a segment (avoids short segments).
ChangePointMean.mcplot
— Methodmcplot(ts::AbstractVector; chgpts=Int[], palette=:seaborn_bright)
returns plot of ts
with chgpts
as change points (default is none),palette
is the default color scheme to use.
mcplot(ts)
is a plain plot of the time series, mcplot(ts, chgpts=mcpall(ts))
is plot of ts with all change points.
ChangePointMean.mcpoint
— Methodmcpoint(ts::AbstractVector; pcut=0.05, shuffle=500, minlen=3)
return index of change point in mean in ts
if it exists, 0 otherwise.pcut
is p-value threshold of existence of a change point, default is 0.05.shuffle
is number of randomizations to use,minlen
is minimum allowed length for a segment (prevent short segments).
ChangePointMean.mcppv
— Methodmcppv(ts::AbstractVector; shuffle::Int = 500)
return p-value of a change point in mean in ts
.shuffle
is number of randomization used to generate p-value, uses global random number generator.
ChangePointMean.mcptime
— Methodmcptime(ts::AbstractVector; minlen::Int = 1)
return index of start of new segment via minimum ssq in ts
.minlen
is minimum length of a segment you want.
0 is returned if minlen
is not least twice length of ts
.
ChangePointMean.ssq
— Methodssq(v) returns sum of squares