[R] p-value in changepoint package

Ivan Krylov kry|ov@r00t @end|ng |rom gm@||@com
Wed Feb 15 15:40:39 CET 2023

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):

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,

More information about the R-help mailing list