[R] problem (un)detecting changepoints
Enrico R. Crema
enrico.crema at gmail.com
Mon Jan 27 17:47:21 CET 2014
Thanks! Should have checked the doc more thoroughly !
On 27 Jan 2014, at 16:35, Martyn Byng <Martyn.Byng at nag.co.uk> wrote:
> I don't think you are doing anything wrong, the routine is doing what it
> is documented to do, from ?cpt.mean
> cpt: Vector containing the changepoint locations for the penalty
> supplied. This always ends with n.
> i.e. as your series is of length 50, the last value returned in cpts
> will always be 50.
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Enrico R. Crema
> Sent: 27 January 2014 13:01
> To: R help
> Subject: [R] problem (un)detecting changepoints
> Dear List,
> I am using the cpt.mean() function in the "changepoint" package to
> detect change-points in my data and noticed that when there are no
> visible changes, the function returns the last point as the point of
> change. The following script can illustrate this:
> the result will return a uniform distribution from 1 to 49 (with ca 20
> cpts located for each), and then 500 cases where the cpts is located on
> the last vector. Clearly, cpt.mean returns the index of the last vector
> value (here 50) for change in the time-series. I wonder if I am doing
> something wrong here, but I think the function should return a NA...
> Many thanks in advance,
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
> This e-mail has been scanned for all viruses by Star.
> The Numerical Algorithms Group Ltd is a company registered in England
> and Wales with company number 1249803. The registered office is:
> Wilkinson House, Jordan Hill Road, Oxford OX2 8DR, United Kingdom.
> This e-mail has been scanned for all viruses by Star. The service is
> powered by MessageLabs.
More information about the R-help