[R] p-value in changepoint package
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"
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.
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