[R] p-value in changepoint package

[Ivan Krylov]

В Wed, 15 Feb 2023 14:20:16 +0000
Nick Wray <nickmwray using gmail.com> пишет:

> how to get the p values for changepoints in the "changepoint"
> package? 

The documentation of this package is not always precise in describing
what the code actually does. It's possible to find out by reading the
source code that with default parameters, p-values can be located in
the second column of the output value of cpt.mean(), which is called
'conf.value' (not 'p value' at it says in the manual):
https://github.com/rkillick/changepoint/blob/5253a05/R/single.norm.R#L75-L77

Depending on what you're calling and which parameters you're using, you
might need to read a different part of the source code.

-- 
Best regards,
Ivan