Although, I got the similar results using AMOC, which should:

cpt	
The most probable location of a changepoint if a change was identified or NA if no changepoint.


Enrico
---------------------------------------
Dr Enrico R. Crema
ERC EUROEVOL Research Associate
UCL Institute of Archaeology
31-34 Gordon Square
WC1H 0PY  London
+44(0)20-7679-1031
e.crema@ucl.ac.uk



On 27 Jan 2014, at 16:47, Enrico R. Crema <enrico.crema@gmail.com> wrote:

> Hi Martyn,
> 
> Thanks! Should have checked the doc more thoroughly !
> Enrico
> 
> On 27 Jan 2014, at 16:35, Martyn Byng <Martyn.Byng@nag.co.uk> wrote:
> 
>> Hi,
>> 
>> 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.
>> 
>> Martyn
>> 
>> -----Original Message-----
>> From: r-help-bounces@r-project.org [mailto:r-help-bounces@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:
>> 
>> table(unlist(replicate(500,cpt.mean(rnorm(50),method="PELT")@cpts)))
>> 
>> 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,
>> Enrico 
>> 
>> ______________________________________________
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> 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. 
>> ________________________________________________________________________
> 


	[[alternative HTML version deleted]]


