changeDetected {cpm} | R Documentation |
Tests Whether a CPM S4 Object Has Encountered a Change Point
Description
Tests whether an existing Change Point Model (CPM) S4 object has encountered a change point. It returns TRUE
if a change has been encountered, otherwise FALSE
.
Note that this function is part of the S4 object section of the cpm
package, which allows for more precise control over the change detection process. For many simple change detection applications this extra complexity will not be required, and the detectChangePoint
and processStream
functions should be used instead.
For a fuller overview of this function including a description of the CPM framework and examples of how to use the various functions, please consult the package manual "Parametric and Nonparametric Sequential Change Detection in R: The cpm Package" available from www.gordonjross.co.uk
Usage
changeDetected(cpm)
Arguments
cpm |
The CPM S4 object which is to be tested for whether a change has occurred. |
Value
TRUE
if a change has been detected, otherwise FALSE
.
Author(s)
Gordon J. Ross gordon@gordonjross.co.uk
See Also
makeChangePointModel, processObservation
.
Examples
#generate a sequence containing a single change point
x <- c(rnorm(100,0,1),rnorm(100,1,1))
#use a Student CPM
cpm <- makeChangePointModel(cpmType="Student", ARL0=500)
for (i in 1:length(x)) {
#process each observation in turn
cpm <- processObservation(cpm,x[i])
if (changeDetected(cpm)) {
print(sprintf("change detected at observation %s",i))
break
}
}