Index
ChangePointMean.mcpallChangePointMean.mcplastChangePointMean.mcplotChangePointMean.mcpointChangePointMean.mcppvChangePointMean.mcptimeChangePointMean.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